There are a couple of reasons for this, not necessarily all "benefits" but they're reasons:Vault101 said:
1) The game was developed in part by the company that made the console (Example: Mass Effect 1, which was co-made by Microsoft Studios, whereas the second was EA)
2) The company is owned by the company that made the console (Example: Lionhead Studios)
3) The license for the game is owned by the company that made the console (Examples: Donkey Kong Country orStarfox Adventures)
4) Laziness/ease - Some consoles are just easier to code for and allow the company to focus their attention on other games/projects.
5) The series or said game are contracted to that specific console (Examples: Metal Gear Solid series or Final Fantasy 7/8/9/10) - Some companies will pay handsomely to keep them exclusive to their console so more people will buy it.
6) Compatibility, ever tried playing Mortal Kombat: Deadly Alliance for the Gamecube? Neither have most people. It's a waste of money to produce games that won't sell on that console.
7) Import functions, some games allow people to import games and, if the first game is exclusive, some companies may not see the point of making future games multiplatform (Mass Effect 2 is one of the first to defy this though)
So there are the 7 reasons I can think of off the top of my head, but I'm sure there are more reasons out there.