It's so the game can register which controller (if you have multiple controllers plugged in/linked to the console) it will use as the default, I.E. PLayer 1.
This, though that can also just be solved by dashboard activity on the Xbox, for example.
Skyrim is developed first and foremost for 360 (the lowest common denominator) and then ported up. The PC will have better graphics than the PS3 and 360, but aside from that they all have the same experience and shouldn't suffer from any performance issues on any platform (unless you have a really bad PC)