It appears that Sony felt that such dark and pessimistic songs like, ‘Scream’, ‘They Don't Care About Us’, ‘Stranger In Moscow’, ‘Earth Song’, ‘This Time Around’, ‘Tabloid Junkie’, ‘Money’, ‘2 Bad’, etc (songs in which he sings about his personal issues, injustice and environment) were not really radio-friendly songs, and therefore such songs could not help the sales of the ‘HIStory’ album.
Additionally, songs about his personal issues (like, 'Scream', 'Money', etc) were a constant reminder (to the audience) of the child sexual abuse accusations against him.
Also, it has been suggested that Sony thought that the ‘Earth Song’ track did not fit the demographics of the USA audience, and this seems to be actually the reason that this song was not released as a single in the USA market.
Keep in mind that Sony similarly did not like such dark and pessimistic songs few years later, when Michael Jackson played these songs to them during certain previews of his ‘Invincible’ album.
‘Unbreakable’, ‘We've Had Enough’, ‘Privacy’, ‘Threatened’, ‘Escape’, etc, were songs that Sony did not like them when they were being played during the album’s previews.
Or, look at how Sony categorically dismissed his wish about ‘Unbreakable’ (a song about his personal issues, again) being released not only as the first single but as a single generally.