If they all went 3rd party you would see a drop in the number of gamers. My dad has a Wii and a PS3, he bought them for Zelda and Skyrim. He would not be playing games on the PC. There would be many others like him that would not bother with, nor have the know how to upgrade their own hardware to be able to play current games. Most people here have no idea how much companies charge to come into your home and work on your PC. Even taking your computer in to have a card installed is outrageous (compared to how easy it is).
We on this site are a minority, we are tech savy to varying degrees. Most of the gamers out there are not. They need a simple accessible experience that consoles provide otherwise they will spend their entertainment dollars elsewhere.
Essay Pro