Personally, I don't really want to play games on my television.
But I'm probably not really representative.
I think that the bigger issue is that a console has to be absolutely idiot-proof. You can't have troubleshooting or tweaking or anything. Put game in, it works, fully and completely. You can't go screw up the system by misconfiguring it.
Windows PCs aren't really there -- if they were, people would use Windows PCs, not consoles. Adding Proton to the mix -- since a lot of Steam games are Windows binaries -- adds another layer of complexity to that.
If you go to ProtonDB and every single game had a Platinum rating, which they do not, that's still not enough. That means that you have something on the level of Windows, which still doesn't meet the bar for a lot of people who use consoles.
EDIT: Well, okay, to be fair, Steam does provide a certain limited amount of best-effort isolation between games when using Proton by having a different WINE prefix for each installed game, so that's arguably one way in which Steam+Proton is closer to the "appliance" model than a simple Windows PC.