Here is an example that works already for $n=1$. Let $\Omega$ be the unit disc and let $$ u_n(z) = \frac1n \log|z|. $$ Then $$ u(z) = \sup_n u_n(z) = \begin{cases} 0, & z \
eq 0 \\\ -\infty, & z = 0, \end{cases} $$ which is not upper semicontinuous, and therefore not (pluri-)subharmonic.
It may also be helpful to know that $u$ is "almost" psh already before the usc regularization; assuming that the family $\\{ u_\alpha \\}$ is locally upper bounded, then $u = u^*$ outside a pluripolar set, so in particular outside a set of Lebesgue measure $0$.