FFXI got in before console companies realized what was going on. We tried to get Marvel, and then Champions on Console, and it just wasn't feasible with the way that console companies want to micromanage everything. All of our transactions would have to be done through their store. We were limited to something like 1 patch a month (not reasonable for an MMO), etc.
DCUO works because it was developed BY the console company, therefor they only had to negotiate with themselves.
It's more complicated since the non-mmo world is easier and cheaper to develop for and maintain in the long run. Costs are a big issue you have to pay the console maker tons of cash upfront to get a game on the console. You would still need all the server hardware that an MMO has to maintain it. Patching and adding content has additional costs associated with them with every patch. I'm also sure the UI can get quite cumbersome on console to handle with a controller, although you can probably do it these days.