1. Third party game sales are more important to Sony/MS than they are to Nintendo. Reporting first party sales somewhat undercuts the importance of the third party games.
2. In video games, "no news is bad news". When something sells great, then it gets reported. When something sells poorly, then you just don't hear anything about it. Sony actually used to regularly report console shipments just like Nintendo does. During the PS3 years they stopped doing this, because it stopped being good news. "Coincidentally" around the same time the NPD stopped reporting software numbers for the top selling games. Microsoft has always hid most of their sales data, because it has never been good. Even during the X360 years, their games division was losing a ton of money. "No news is bad news."