Sonic is Sega's official own mascot like Mario is Nintendo's official own mascot.
Sony and Microsoft just have game selling characters which are from other companies.
Sony and Microsoft themselves do NOT have a mascot. Master Chief is from Bungie, but does not belong to Microsoft. So is Crash Bandicoot as this character belongs to Universal Interactive. Crash Bandicoot has appeared on Gameboy Advance too so it's not a Sony exclusive character.
Sonic is appearing on other consoles as Sega has now gone third party and develops for other consoles. If Sega still made consoles I'm sure Sonic games would still only be available on Sega consoles.
The Master Chief and Crash Bandicoot characters just happen to be in big selling games that were published on a platform which had exclusive rights to it.