Both Nikon D5600 and Sony A7 II have 24.0 MP resolution sensors but Nikon D5600's sensor is APS-C (23.5 x 15.6 mm ) and Sony A7 II's sensor is Full frame (35.8 x 23.9 mm ).
Since Sony A7 II's has a larger sensor area with the same resolution, this means that it also has a larger pixel area hence better light collecting capacity for a given aperture compared to Nikon D5600.
Another difference between these two cameras is that Nikon D5600's sensor lacks anti-alias (Low-Pass) filter. Removing anti-alias filter increases the sharpness and level of detail but at the same time, it increases the chance of moire occurring in certain scenes.
Below you can see the D5600 and A7 II sensor size comparison.
As seen above, Sony A7 II has a 2.3x Larger sensor area than Nikon D5600. Larger sensors give photographer more control on the depth of field and blurry background compared to smaller sensor when shot in same focal length and aperture.