The latest best fabrication processes aren't cheap. It cost more money to be at the cutting edge. Sony and Microsoft will be using the fabrication process with the best price to keep console prices low. Cutting edge fabrication benefits cutting edge hardware but ps4 and xbone will be low performance hardware in a few years. They didn't even start as high performance. There will be companies making portable hardware and the latest greatest cpu's and gpu's well ahead of sony and microsoft consoles in the queue.
Also slim models aren't always better. Sometimes the cost reduction can be dramatic, lower quality fans, inferior psu's, weaker cases etc. The main motivation for slim models is often cost reduction. Sometimes functionality disappears or ports are removed. Think of the wii, first one had everything, second version looked the same but lost gamecube compatibility and the third one is best wiped from memory.
