1) The Japanese are a very patriotic people. They will often support their own products above foreign ones.
2) The 360 doesn't have many games which appeal to the Japanese market. Just a few second-rate JRPGs. The PS3 doesn't have much either, mind, but it has FF13, GT and MGS, and also see 1)
NB: By second rate, I mean in terms of popularity. They're no FF, DQ, Pokémon, etc.
3) The PS brand has been around in America for a long time. When the PS1 launched, ALL of the major consoles were Japanese. The PS1, of course, took the lead, and built an American PS fanbase. When the Xbox launched, it couldn't break into that fanbase. The 360 managed to, but only because the PS3 was so abysmal at launch.
(Former) Lead Moderator and (Eternal) VGC Detective 
