To ignore the conversations about specific genres and their "natural homes" and get a little macro for a sec, there's a definite advantage to consoles in that they're closed boxes. So you don't need to make a lot of decisions about them. A console manufacturer makes them, makes and defines the accessories, and is resolving the compatibility issues for you. For customers who look on even recreational electronic devices as mere commodities, that is a good thing. For customers who would also rather not spend a lot of money or time on general computing devices, even better! And more customers are trained to shop that way: sealed Macintoshes and Surface computers, sealed smartphones, and well-defined hardware and software ecosystems abound. From that perspective, the "hardcore" way of doing things seems pretty excessive!
Some computer gamers are the same, of course. Pre-built machines are basically all over Best Buy now. Actually, even Walmart is attempting to enter this niche with their "Over Powered" brand, so that the customer doesn't need to compare every part.
That said, the fact that more big store chains are trying to enter this niche should tell us a lot about whether PC gaming has a recognizable case use or "advantage". You can get Corsair and Razer keyboards at Target now. It seems like people are betting the opposite of this thread's original stance. The rise of Japanese publisher support for Windows too. Why stock that stuff at all if not because the customer base is viable?
That said... there clearly are customers willing to spend above the average and devote the time to roll their own. That is a pretty committed niche, and they are worth catering to. If customers are consistently willing to spend as much money on a GPU as a whole console, hell yes someone will try to sell them one. A sufficiently large addressable audience exists, and they seem to think an advantage exists.
In addition, even though it can be complex and expensive, the upgrading options available for computers are great for power users. While consoles are less likely to use bespoke or powerful silicon options, PC buyers can take advantage of their platform's modular nature to keep on the bleeding edge. A console user throws their box out (an exaggeration to make the point), while a PC user doesn't have to load all their components when one of them is insufficient. Because of the challenges and price expectations facing console designs, it's a less attractive place for power gamers compared to the past. The days of "blast processing" or totally unique silicon are over - the PS3 and Xbox 360 experience seems to have slayed that dragon. With the maturity of ARM, this could change again, but for now, this is the world of x86.
There is also a lot of user input flexibility inherent in the PC: we're happy using gamepads (possibly the most significant benefit of Microsoft's Xbox excursion) and have better selection, in addition to those keyboards and mice. Meanwhile, genres that used to be better represented in consoles, like the SimCity style of games, seem to suffer more because the reverse isn't the case. Even though the addition of USB should make consoles more welcome environments for games that are best controlled with keyboards.
