Some interfaces are inherently better for some tasks than others. That's why we use different interface devices, instead of having one "standard" one that has been proven to be the best possible choice. If we're restricted with regards to our input device, as we are with consoles, we work very hard on the game to make the input work with it.
Mice are best for FPS games because they allow for a nearly direct mapping of mouse location to screen location. It's fast, accurate, and refining accuracy from a general location is easy. Joysticks are best for flight tasks, because it offers a default state - the deadzone neutral - that mice do not offer, and constant directional input. To use a car analogy, trying to play a true FPS game on a console is like rigging up a knob on your dash that controls the speed of a motor turning your wheel.
Thumbsticks on consoles are handy because they work passably for a great number of game types with some developer effort. Fighting games are excellent with thumbsticks, driving and RPG games work decently enough, and FPS games can be kludged in if people don't mind dumbing down gameplay.