They won't, it's expensive and way less profitable than just making a game for one of the big platforms. It also requires a whole different group of people with different skills than a normal publisher has. The only reason to make your own special console is if you have a) a weird niche that you can charge enough to make up for the losses b) have some odd idea you really want to explore (I think this is the main reason Panic is doing this, they had a neat idea for it and figured they had enough of (a) that they could make money doing it) or c) it's going to be cheap and mass market though this still requires a bit of (a).
Embedded hardware isn't difficult with today's SoCs. Manufacturing is easy when using expertise centers in Asia. I expect a write-up on HN of how easy it is to create a similar product before the end of the year, which will cover everything from electronics to injection molding to manufacturing.
It's getting easier yes but it's still vastly more profitable to just build a game for one of the big consoles or PC and that won't be changing for a long time.