Because those are the platforms they have standing on I assume. Did Microsoft, Sony or Nintendo perform similar anti-competitive actions against Epic Games? They can't sue just because they have an illegal policy, they also need to have been "personally" (as a company) affected by it.
They also have limited amounts of money, and lawsuits are expensive. Better to get precedent established first before suing everyone else (I'm actually surprised that they picked two fights because of this).
Because Epic has so much sway in the video game console arena that the console makers (except perhaps Nintendo which relies more on 1st party content) would never dare take anticompetitive action against Epic, or at least do while granting Epic-specific concessions which make it hard for them to have standing for a anti-monopoly lawsuit.
Epic wants an antitrust decision from the courts and/or regulators, and that requires them to get a clear, unequivocal rejection from the platform owner to have unchallengeable standing. A game console maker would have met Epic halfway, but Google and Apple did not.
The timing is probably also critical: Google and Apple just testified to Congress that they're not engaging in monopolist behavior because they treat every applicant equally. To back down from that right now would mean they perjured themselves before Congress. That's something no one in their right mind would want to do.
Can we please have a precedent set, once that starts I am confident other walled gardens will come down too. Also gaming consoles are not an essential part of life, at least not in my country where people usually can't afford to indulge in those luxuries.
Why is an iPhone an essential part of life? Gaming consoles are cheaper than iPhones and you can often order previous gen Consoles like the 3DS directly from Nintendo's online store for an even lower price.
They also have limited amounts of money, and lawsuits are expensive. Better to get precedent established first before suing everyone else (I'm actually surprised that they picked two fights because of this).