Welcome to the PlayStation Community.
That's just the way it goes unfortunately, no need to feel 'suckered', just suck it up, sometimes games we all already have are released later either cheaper or for free, it's happened to me too, it happens.
Steam is for the computer whereas PlayStation Plus is for the PlayStation platforms. If you enjoy gaming on your computer then by all means grab those sale items while you still can. If you prefer going the PlayStation route, then Plus might have something to offer. No two mediums are going to be the same for sales. Some months the pastures may seem greener elsewhere than they will on Plus. With PlayStation Plus though, if you keep waiting and watching then something might be bound to spring up that you really want to have. Unfortunately, that might also mean you'll have to pass up on the deals Steam offers to be able to enjoy the content on Plus.
Thank you for the welcom. As for your statement of "not feeling suckered" think about this... I got sleeping dogs for 20 bucks last week... I'll find it quite humorous yet humiliating if it goes free on plus. But if it's Bayonetta, a game I've heard so much about, that trolls you, and yet is so much fun. I'm gonna be excited like bugs bunny on a 32 ounce of cappucino and 2 shots of expresso.
The question you should really ask yourself, is if all things were equal, would you play said game(s) on your PC or on your PS3? If you'd answer PC, as I would for any multi-platform title, then you shouldn't feel suckered.
Now if you would have preferred Sleeping Dogs for PS3 but only settled on PC because it was half off, then I can understand feeling a little slighted, but would it really be such a bad thing if you got it for free on PS3? If you were willing to pay $20 for it, that's still all you've paid, so it's not like you've lost on the deal.
But as has been said, it's unlikely SD will be in the US PS+ IGC.
PS. As someone who has spent $200+ on Steam Sales in the past, I fully understand Steam's allure. No retailer comes close to what Valve provides.
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First off, welcome to the Playstation communty. Second, as a long time Steam user, these things happen. Especially when you frequent the Humble Bundles. They're a great deal and help charity. I've just tried to avoid picking up cross platform games on Steam sales. On the upside, your Sleeping Dogs has better textures and the DLC is often on an amazing sale.