When considering each polymers functional group, PEG contains OH functional group; it may form Van der Waals forces with sulfonyl group in PSF polymer. If you used temperature to prepare the membrane, new bonds might be created by breaking the bonds. You can check the membrane on bonds level using FTIR, if new peaks appeared by comparing it to the original polymers peaks. I'm not specialized in chemistry, but u can search weather it's possible to found H-bonding between the two.