1) they don't use DX.
2)They aren't as good because they are limited. You can't upgrade a console overtime like a PC so they have to use the hardware it is base off of. Newer, better graphics cards come out every 6 months for PC, allowing their games to be better looking but the PS3/360/Wii are still limited to that hardware which you bought it with.
There are other reasons but that is the largest one.