Because the only reason Sony is pulling these shows is because the license holder is demanding they do so. The license holder is WB. They are who Sony paid in order to provide you with a license to enjoy whatever media you bought. They are not reimbursing Sony to give you a refund.
That sounds like a Sony problem to me. Who ever I paid, gives me the refund. If they have to go get it from someone else, that’s their problem.
But per the agreement you the customer signed when you bought your license to enjoy that media it is not legally Sony’s problem.
This happens just about every single time a license holder pulls their stuff from any online service. It’s happened with all the big names. Spotify, Apple, Google, Amazon, etc. there’s always a major outcry about it but usually it’s not the service itself but the license holder who is at fault. My view is we should start holding them accountable.