Many Japanese companies truely believe that anything that is absolutely required for their products MUST either be made in-house, or made by a company that they own a large share of.
Take Toyota for example, they make their own shock absorbers, even the transmissions they use in their cars are mainly made by Jatco, of which Toyota have a large shareholding.
Same with Canon.
I believe they want to have not only ultimate control over the required sensor in the DSLR's, but also the secrecy that is only available if done in-house.
Japanese manufacturers are always worried about their new ideas getting out, and also the position they may be in if their supplier goes broke and can't supply them the neccessary components which could lead them to the position of not being able to do business.
Making their own sensors gives Canon ultimate control, and I doubt they would like to give that away.Nikon are a relatively small company in comparison to Canon, and therefore don't have the resources or money to make their own sensors, and for Nikon, it is far easier to get Sony or some other manufacturer to do it for them.
Don't forget that Canon's sensor business is not just for cameras, but for photocopiers and other electronic equipment that uses light sensors so they have a far greater use for various sensors than Nikon do.
It is also a sense of pride that Canon have that they make their own sensors.
Right now, Some of the Sony sensors MAY be superior to some of Canon's sensors, especially in purely technical terms, but the Canon sensors are still pretty good and in the real world, some of them are just superb.
Canon is a marketing lead company, and if they see their sales dwindling because someone else's sensor is creaming them in SALES, not just specs, THEN they will come up with an even better sensor.
At this time, Canon is still outselling Nikon and Sony overall in DSLR sales, so they must be doing something right.
A good camera is far more than just a sensor and in the side by side tests of the D800 -V- the 5D3, most of the testers say they can see little difference between them as far as picture quality goes, but most of them prefer to use the Canon rather than the Nikon for their everyday and professional use.
I guess it's a bit like choosing what car to buy and basing your decison purely on what its 0-60mph time is.
Just because one car does it 1/10th of a second faster does not make it a better car, as their are lots of variables in picking one make from another, like ride confort, handling, economy and so on - just like in cameras we also choose the lens system, lens cost and quality and the feel and ergonomics of the unit itself, and these can be more important than just the technical specs, especially when the end results are very similar.