An exclusive Street Fighter V is E3 levels megaton (shame it was leaked). Uncharted 4 gameplay debut is E3 level as well.
Add to that Final Fantasy VII remake, which is scheduled to release new info this holiday. Perfectly coincides with PSX.
I think Sony definitely wants to save some big announcements for PSX. It's their own event and they want to make it something special.
Why are those things "E3 level"? The last Uncharted, God of War, Gran Turismo, The Last of Us, Grand Theft Auto, Call of Duty, Assassin's Creed, & Battlefront were ALL revealed outside of E3.
E3 isn't as big as you think, the vast majority of big games are revealed outside of E3.