The reasons some people tell Nintendo should go 3rd party is a combination of factors that does not exists for others :
- they don't make most of their money from 3rd party, so they don't financially need that much their own platform
- they have some of the most selling IPs, the more platforms, the more users, the better the sales would be (clearly a mario kart on all platform would sell like crazy)
- their Wii U is a huge failure
Clearly, Sony or MS would be only relatively small 3rd party. Sony is currently going for a billion dollar profit yearly, with hardware sales, 3rd party licences, 1st party, and PSN. They would never make it as a 3rd pary.
On the short term, I have little doubt that Nintendo could sell more on PS4/XOne/PC combined than just on the Wii U, because it's a market more 10 to 20 times bigger. On the longer term, moving from a hardware they can develop for a limited cost, with maximum visibility to the wide market where they are just one of the many 3rd party, fighting in niche genres, it's quite a risk.
Anyway, I don't think gamers would be winning that much, we have a steady competition, different consoles for different gamers. I don't really get that people want a console with all games. If only one hardware maker, that would mean no competition, slower progress, longer generations, higher prices. And if different hardware makers, then what, we will have multiple hardware, multiple specifications, compatibility issues, someone will add extension port, memory slots, new models every years and that will be exactly the PC.