The point is there is not much reward hacking into a console. Most of them are read-only devices, with recent exceptions like flash drives or hard disks to either cache games or save user preferences. What good is it for a hacker to 0wn your PS3? Will he sell your Tetris preferences on the black market? Maybe delete them? There's not much personal information there like documents or visa credit card information like on a PC (I guess you could get the cache of the browser if the console stores one, but then again, that's easy to flush after each usage).
What do we have left then? CPU. You could use the CPU of the console for a bot network. The point is, consoles may not be online all the time like a PC might, especially if we consider that most of the market of consoles is for the casual gamer who doesn't spend more than one hour every day playing games. So again, not much to exploit there really.
Maybe hack the firmware upgrade to deploy troyan? This could get you somewhere, installing a network sniffer for other more valuable PCs' communications. But then again, not everybody networks their console, especially if people are unaware of the possibility (wow, so you can browse the internet on a TV with the wii? cool!). Another reduced percentage of the whole market. Plus firmware may be easier to restore than a real OS on a PC once you know you have a virus, tends to be a matter of pressing the reset button for a longer time than usual.
All in all consoles surely can be hacked, but in general Windowses are so much easier targets that consoles are just like Macs and other minority OSes. Hackers know they exists, but don't put much attention to them because they are not the low hanging fruit.
