if they didn't it would be almost impossible to use a Sony blu-ray/DVD player on the TV as something would happen on it whenever you did something on the DVD player.
ADDED: I think Sony TVs have three different codes, because I remember an instruction manual for a 99p universal remote having three codes for Sony TVs and the second one worked with PICAXE.
I would venture that SONY do in fact use the same
Protocol for their range of equipment.
What would change is the code/data value for the different commands.
I have in fact basically the "problem" you mention with two devices of the same make connected to a TV. Using either player remote will cause both to action on common commands such as opening/closing the disk tray. Great fun (not) when they are out of synch - one goes in as the other comes out
Both players have controls that will also control the various functions of the TV as well - all commonality of the protocol - just different commands.
The SONY SIRC protocol has a series of bits that include a start bit, bits for the command and bits to select the device.
But two devices of the same type will both decode the "instruction" sent by the remote.
Maybe there are some different device ID sequences for different TV's so the device ID bits in the instruction sequence may differ but the protocol would be the same.