While for the most part it's mostly about money it is also because most people aren't aware of the potential that PCs have over games consoles and of course games consoles are much better advertised than Gaming PCs from what I'm aware of.
There is also the false illusion that games consoles play games in better quality since most of the system is devoted to playing games (not necessarily true as consoles have more than one application such as being signed into an account which has messenger to communicate with others which can be active while in-game) opposed to PCs which devotes its power to all running application whether it is a game, video or an internet explorer; but what most don't take into account is how much more powerful PC hardware has become from since the current games consoles (such as the PS3 and Xbox 360) were first released.
Also when most games console users look at using keyboard and mouse they automatically assume that it is too complicated to use with modern game titles such COD, Battlefield, Assassin's Creed and other games and for the few console users who do decide to play modern titles on PC some usually connect their game console controller (Xbox 360 seems to be the popular option from what I know) to play the game, but if console users were to use keyboard and mouse and adapt well to them they will find that the controls are more reactive and precise than normal game controllers and with the better graphics these games console users may never go back to their out-dated consoles.
However, the key reason to why there are still console users is due to the fact that there are game console exclusive games (clearly a marketing strategy to keep people using these out-dated consoles) and presently the main controls for all PC games (regardless of whether or not they are ported from game console games) are keyboard and mouse (there are other controls available, but they don't apply to all games) where consoles have additional exclusive controls with the PS3 having the PS-Move (more or less a rip-off of the Wii controllers) and the Xbox 360 having the Kinect (would definitely like to see this come to PC as it does have the potential to change gaming in many ways).
When it has come to trading most have also found that with console games people can buy, use and sell them where with PC games when you register the game you cannot sell the game so under most circumstance with PC games you would be stuck with the game once you decide to use it.
Overall what keeps the console market alive these days are
false assumptions such as a machine designed specifically for gaming would always be powerful than a machine that can do other things including game and also the past reputation of consoles being more powerful than PCs which has been out-of-date for a long time now; and then there is also the
marketing strategies such exclusive products, constant and tough anti-piracy monitoring (which is why modern games consoles are registered to a network to keep taps on users) to prevent financial loss from pirated games and a trading culture where hard-copy games can be used and then sold again where others who buy the pre-owned game can use it on their console (directly opposed to the way of how PC games work).