Sony wanted Michael to go out on a tour for Invincible and he pretty much said no every step of the way.
Every major label canceled tours and/or tour preparations in the aftermath of 9/11 including Sony. I think it was around spring of 2002 when they kickstarted discussions again and were pushing for Michael to do his first US tour since the late 1980s.
Both Jermaine and Michael Prince said there was an Invincible World Tour prepped for spring 2002, which simply isn't true. Michael wasn't contractually obligated to tour, nor did he have any desire to.
Also, in regards to the "Sony didn't promote Invincible properly" argument: Michael told Tommy Motolla in 2000 that he was exiting his contract after Invincible because of the credits dispute. Sony, seeing as this was Michael's final album under their brand, didn't pull out all the stops as they had before. No record label is going to go above and beyond for an artist who's about to make million for a rival.
Michael didn't make it any easier on himself for starting the whole "Motolla is a racist!" argument or the London bus incident.
Sony is at fault too for not giving Michael any say in how singles played out. Had they given him whatever freedom he wanted and negotiated the terms of his contract (which was pretty much null and void after History), he may have been open to staying.
So let's stray away from the Sony attacks. It's not just them.