The console versions are optimised a lot before release and you have one bit of hardware to target. The game is designed to run on those machines by design.
Windows has many different types of hardware, they also can support higher quality textures and effects compared to the console. Remember the console is rendering often below 720p and with textures and settings way below what a PC would expect. This means the console is often playing the game on what a PC would call medium settings and at around 1024x768 resolution! On a TV and lots of tricks that looks OK, but on a gaming PC that resolution and settings would not be acceptable.
When updating the engine to support all these higher features like HD textures on the PC some performance issues happen as the engine is only written to handle console resolutions and console hardware. As the PC market is tiny compared to the console not as much time and effort is taken to develop/port games on the Windows platform. This means you get a little less polish and performance on the PC version compared to the console in most cases.
This is also why Mac ports are usually done by teams like Feral, the PC release of console games can be marginal, so making a Mac version which has even less of a market is often not worth the effort for a company looking for millions in profits on a AAA title. This is where a Mac porting house can step in with specialist knowledge and a smaller team making it feasible to port a game as the overheads are lower.
That is interesting link but it has a few points that are very biased towards GL and anti DX.
1. OpenGL is more powerful than DirectX
That is debatable at best, DX is designed for pure gaming so when it comes to gaming features and speed it takes the lead.
2. OpenGL is cross-platform
Yes but the problem with open source is decision by committee can rule. This means you can end up with a lack of direction as everyone from scientists to game companies try and push OGL to suit them, without one overall leader making a decision you end up with months without progress as nobody can get the winning vote on any one topic.
3. OpenGL is better for the future of games
See answer to two. The more arguing the less progress.
OpenGL has some great strengths but it is not the biggest issue with porting games, and secondly OpenGL is not as great as they suggest and DX is not as bad as they suggest either.
Would be great if OpenGL makes a comeback but that will take time and at least one console (preferably two) supporting a working and modern OpenGL API. The PS3 had a OpenGL pipeline but it was so broken even GLTeapot would drop frames!
Gotta go work beckons
Edwin