Well, when I say releasing I do mean through some kind of distribution model that hosts it, markets it, etc. On the 360 that'd be LIVE, on the PS3 that'd be PSN, and on the PC that'd primarily be Steam. Naturally you can always release it yourself through your own website or whatever, but the odds of it actually taking off are a million to one unless you've already got a dedicated base (which will still only get you so far). Even with PC distribution models like Steam, the vast majority of small-scale releases seem to flop — including ones close to home such as Zero Gear.
I'm not going to assert anything as I don't have the numbers, but I'd imagine if you were to release an indie game on the PC and on consoles the console releases would far outsell the PC version. Out of curiosity, what indie PC successes have there been in recent times beyond Minecraft?