"Question: Do you see any differences between the Elder Scrolls community ten years ago and now? Have the console releases of Oblivion influenced the community in any way?"
"Answer: "It's a bigger community and the console releases (Morrowind for Xbox, Oblivion for 360 and PS3) have certainly played a large part in that. The number of people playing Oblivion on consoles definitely trumps what you d ever see on the PC. Of course I can't tell you how many times I've heard folks say they first played Morrowind or Oblivion on console, and later moved to the PC to participate in the modding community."
Source: http://planetelderscrolls.gamespy.com/View.php?view=Articles.Detail&id=89
Still, a reason for why there may be more sales on the consoles for TES could be that the PC version haven't gotten the attention it deserves. If the PC version would take use of the huge advantage of power it has over the consoles, then I think the reality would be very very different of how many people actually play on PC and consoles. Then I think it would be the opposite, that the great majority would play on PC instead of consoles, since it would have extra features and be able to use more of its power.