Yes, this is a big deal.
Not only does this spell another competitor to Valve's ultimate PC gaming mega-store that is Steam, but it also marks a gaming industry first: a first-party console developer will be offering its wares in a cross-platform environment.
This is a brilliant move on Sony's part. Not only are they showing that they are brave enough to expand their market, but are also prepared for a major shift in hardware choices. With this being such a weak generation for consoles, that they are recognizing the strength in modern PC gaming is a sign of foresight that is actually refreshing coming from a legacy publisher.
In the wake of Pokemon Go's mobile success, no one can deny the potential of reaching out to other platforms.
Sony has been remarkably PC friendly in this recent generation, however. With an already active, console-to-PC streaming service and plug-and-play support for the PS4's dual-shock controller (via USB), you already don't have to stray far from your computer to comfortably play in a PlayStation environment.
Furthering that effort, they are also releasing an affordable dongle (~$25) for simple wireless connection.
Does this spell the beginning of the end of consoles?
It's still speculative at best, but it's not hard to imagine a world without consoles as we know it. I mean, they still use optical discs... When was the last time you booted one of those in your PC? Hell, when was the last time you even bought music on CD? Optical media has been dying for a while, and it's entirely likely that the next generation of consoles will no longer utilize discs in favor of downloaded content, or perhaps even return to solid state cartridges or flash media due to their increasingly small form factors and high storage capacities.
Either way, this is a major market shift for console developers. Whether the other console giants decide to jump into this new world, time will tell. But I have a feeling, they won't want to wait too long.