It's not that. The market's way too small. I explained it in another thread but here goes. At least in eastern European countries, living standards are lower than the rest of Europe and prices are higher. That leads to tech especially being REALLY expensive. A console can cost more than an average monthly salary.
PC, on the other hand, is more readily available, as a lot of people have one for school and work. However, these are low spec PCs that can't really play AAA games or if they can, not very well. So the Steam market is there, even if it's only for some indie games, as the entry hardware is more available to people there.