NES has been officially used by Nintendo to describe the Nintendo Entertainment system on thousands of occasions. Sony never uses PSX to refer to the PlayStation on the box, in the manual, in the TV comercial, or anyplace else to refer to this system. PSX is two things: a term Sony used to describe the system before it had a launch date or final design and dropped from everything official long before it was actually released save for the model number and 2) a special version of the PlayStation 2 that actually was called PSX exactly. The reason they felt comfortable using the name then is probably because they had never sold anything with that name before.
The real question is why forum dwellers never used PSX2, PSX3, PSX4, PSXP, PSXVita, etc. Maybe they think x=1?