Because we have keyboards and mice.
At the moment there’s not a single console that would automatically come with a keyboard and a mouse. Console gamers have pads as their main control device (okay, Wii has Wiimote), or the console has control buttons integrated (like PSP).
I don’t think any hardcore real time strategist or a player that favours first person shooters would switch mouse and keyboard to pads. Mouse is simply such a great controlling device that it’s not easy to beat by consoles. Wiimote is perhaps closest competitor if you compare the default controlling devices – there’s hardly any other consoles that would come with mouse-like control device. Consoles aren’t meant for be played using keyboards (or mouse) and that gives a benefit for PCs.
Of course there are more factors that make up the whole picture (such as what customers are willing to pay, what big players such as EA do, how casual gaming market is developing and so on), but I think this small technological factor (mouse & keyboard) is not often included in the discussion. Mouse and keyboard (and of course indies) give PC such a benefit that’s not easy to overcome.