A number of players have been able to get a refund for the game, while others did not. VG247 has been able to identify two of each, within the same Reddit thread. Mercifully, the refunding seems to be a simple process, for those who were successful.

Those who were successful in getting a refund said that Sony’s support department told them that “The game is broken on PS4,” and that they didn’t want to risk bricking the console because of the game. The less fortunate souls – those who were not able to get a refund – were simply told to stop playing Anthem. Less they risk the chance of bricking their console. (Source: Reddit via VG247)

Sony Reportedly Refunding Some PS4 Anthem Players  Game Is Crashing Console - 62