Compare playing Warcraft 2 on a PC to playing it on a Playstation (yes, it was released on PS1).
Or, if you'd rather: From a personal standpoint, I can tell you I find Star Wars: Battlefront for PC far more fun than its XBox equivilent. The pinpoint sniper accuracy I can achieve with a mouse trumps an analog stick any day of the week.
Computers are more versatile and 90% of the time backwards compatible (WinXP killed about 5-7% of that because of how it messes with most DOS games). Up until recently, net play was limited to PC, and for the most part, it still is.
Now, are there games I'd rather play on a console? Sure. Fighting and some first-person shooters just work better.