Even though I love PC gaming much more than console gaming, there was no way I would ever release my game on PC if I were a developer. There's just too much risk, and way too much piracy. It's sad, but it's the truth of the situation. You either treat everyone like a criminal, or watch your game get pirated to hell and back.
Or you're Valve/Blizzard and everyone just loves you enough to buy everything you make.
In terms of the PS3 exclusives, it's quite possible that Sony paid UbiSoft money to do that, and I wouldn't be surprised, either; it makes sense to try to make money off of the generation in which you had the best console. The PS2 was the best part of the last console generation, and as such it makes sense that Sony would want to capitalize on gamers' nostalgia.
Similarly, SC: Conviction probably involved some sort of deal with Microsoft to keep it as a 360/PC exclusive.