Piracy has nothing to do with it. It's just a handy little excuse for developers to bandy about instead of saying "Yeah, sorry guys; but our publisher owns our souls, and MS/Sony offered them a boatload of cash to develop the game exclusively on their hardware... so... peace out."
Why there are so many console exclusives:
-Consoles are far more accessible to the average, computer illiterate Joe (this is most people). Even grandma can plug in that power cable, HDMI cord, and push start. It's all plug and play.
When the average Joe considers gaming on a PC, he googles 'GAMING PC' and is bombarded with all kinds of technical terms like GPU, CPU, clock speeds and whatnot. Then he looks at the price of the pre-built "gaming" systems (He don't have the know-how or will to shop around for parts and build it himself), sees numbers in the thousands and runs straight to Walmart to grab an Xbox.
PC enthusiasts carefully groom their PCs to keep them in tip top shape, while Console Pete over there just spilled coke all over his 360.
You've also got the previously hardcore PC gamers who got tired of upgrading every 3-4 years and went casual.
The end result of this is that console users VASTLY outnumber PC gamers, and going after the bigger crowd is the best move financially.
-Console gamers are less discriminating when it comes to buying games. Make a bad PC game, and it's not going to sell. At all.
Make a bad console game, and it'll still be purchased by parents/grandparents who don't know any better for Console Pete, or by Console Pete himself because of the {"Kewl"? My native language is retard.} box.
And finally:
-Contracts/incentives provided by The Big Three. EXCLUSIVE TITLES ARE WHAT SELL HARDWARE. When M/S/N (less the case for Nintendo, as their games are typically gimmicky hardware-oriented affairs) wave a huge wad of cash in front of the publishers and say "Alright, you know that new AAA title that's about to go into development? Yeah, you're only going to release that on my hardware.", they see dollar signs and roll with it.
The PC has no such advocate, and that is a HUGE loss.
Note: The above is not a dig at the hardcore console gamers out there (I know there's a couple of you around).