While they are blowing things pretty big, I think the deal is that the consoels don't yet have those kinds of parental limits on them.

PCs have things like NetNanny or whatever to block access to certain types of sites, but the PSP/PS3/Wii don't have/can't use that software. All this hubbub in the media will probably prompt something like this to be installed in future updates of the systems' browsers, though.