You could also ask "Why do some people claim that the HD consoles are so much better than the Wii?" and the answers would be very similar.
State of the art home consoles are competitive with a mid-level gaming PC when they're released, but (fairly) soon the bleeding edge gaming PCs have a dramatic processing power advantage over these consoles. People who enjoy playing their "HD-Console" games are perfectly happy playing their games at a lower resolution, framerate, with lower quality effects and graphical assets which are less detailed because the system is easier to use, has a standard more user-friendly user interface and is receiving games that they're more interested in than the standard PC games. At the same time, PC gamers often dislike how "Dumbed down" console games are, and prefer the much more "Hard-Core" PC games.
