I don't see any advantage on it. As people said, both MS and Sony consoles have exclusives. You can actually play only on PS and XB during a gen. I think in its current situation, any Wii U owner have to buy a gaming PC, a PS4 or X1 to enjoy all games. Probably a PS4 or X1 because of console exclusives like Destiny, Metal Gear, Red Dead Redemption and all the others.
As much as I enjoy Sony 1st party efforts, a lot of the greatest games I've played last gen were 3rd party efforts: Metal Gear, GTA, Spec Ops, LA Noire, etc. It's not like this two things are complete opposites. The problem in relying on a single company to bring the games is that no company is the absolute best in all genres. Talking about Sony as an example, they have the best racing simulator (GT), the best hack n' slash (GoW) but they don't have a soccer game like Fifa or a fighting game like KoF.
I think most people want to play the same games their friends play. Exclusives are a thing people understand: if my friend plays Halo 5 and I don't, it's OK because you get it only on XB. But if my friend plays BF on XB and I can't play it on Wii U, it's not OK because on PS I would be able to play it too. It's like being the only one out of the party.
Just to add, I think Nintendo is arrogant. They were like that since the NES. 3rd party was trash for them. So, 3rd party studios don't want Nintendo to succeed since they fear that if they are number 1, things will become like they were back them. It's not hate, it's business strategy. 360 gathered all that 3rd party support because they feared that a PS2-like domination would make Sony dictate rules. This gen, both Sony and MS worked with them to deliver their consoles, while Nintendo developed the Wii U as a secret and presented it already closed to 3rd parties. Nintendo can recreate this support if they change their mentality and reach 3rd party publishers to develop a console together. It's not about doing what they want, but about reaching a consensus. You can think about a console as you think about an API: if an API isn't made in a way that devs and companies like, nobody will use. A console is basically an API composed of both hardware and software in a certain way.
