I guess you couldn't do that before. But now Sony has opened its own storefront online in order to directly sell PS4, PS4 Pro, and PS VR systems and bundles. Also, accessories like headsets, DualShock 4 Wireless Controllers, PS VR accessories, and a (small at first) selection of physical games, and voucher codes for PS Plus subscriptions. This hardware store is integrated within the PlayStation.com website.
The only reason I can imagine you'd buy directly from this PlayStation Store is if you want to pay full retail price for everything. Horizon Zero Dawn: Complete Edition is $19.99 for a physical copy from the PlayStation Store—or, you know, only $12.89 on Amazon. If it's time for you to upgrade to a PlayStation 4 Pro, then you can get it for $399.99 on the new PlayStation Store—or for only $369.95 on Amazon. Whatever floats your boat. Unless these non-Sony merchants try to stick you for shipping, in which case Sony's offer for free shipping to logged-in PS Plus members gets you free next-day shipping is pretty nice. Also, you have some peace of mind knowing that you're not dealing with a potential fly-by-night operation on Amazon; it's Sony, not some porch pirate selling whatever they snagged by following around a UPS truck. Boy that's an extreme scenario, but you see what I mean. You at least know that Sony has the manpower and infrastructure in place to deal with shipping & handling logistics as well as some kind of customer service team standing by.
You can check out the site. It's fine. It looks like any other Plain Jane retail website, which is a good thing. Not sure why they don't have that sick Death Stranding - Limited Edition PS4 Pro Bundle featured front and center. They do have a Fortnite Neo Versa PlayStation 4 (not Pro) 1TB console bundle. Start small, I guess.