Because on the consoles you usually have to mod your console and do quite a bit of risky things to your hardware to get these pirated tracks to work. On top of that on the 360 if you get caught with pirated stuff on your console your gamertag and entire console gets ban hammered from xbox live forever. Rendering it pretty much useless for a game like Rock Band that uses online to get more content.
On the PC. You just go to a torrent site and download what you want.
It is MUCH riskier to pirate on the consoles and I'd say only a fraction of console users pirate material. I'm not saying that all PC users pirate, but it's vastly simpler (just download compared to modding and the risk of forever getting your hardware banned) on the PC.
My father (to my shame) pirates the hell out of things on PC. He's in his 70s. He pirates, movies, music, software and operating systems. I don't think he's paid for anything in over a decade.
I personally wouldn't have a clue how to pirate something off a console without doing some major acrobatics. Pirating software of any stripe off of a PC is as hard to do as a google search.
I mean like someone said earlier in this thread. You can park your car in a garage and yes, it just might get broken into or even stolen. Or you can park your car in the worst neighborhood you can think of with the windows down and the key in the ignition. Your choice.
In searching for a Rock Band like program for my PC, I found 3 in under an hour. All are freeware. So how is Rock Band going to compete with that? Rock Band works fine on the consoles. Why divide their talent up to and increase the development cost to something that may never take off?
You should really question what happened to the Windows Vista version of Rock Band 2 before asking for a PC version of Blitz.