So you released
N on PC
N+ on 360, PSP and DS
N++ on PS4
Each time you are starting from scratch, bringing very little of the old fanbase with you.
I'm going to try to explain our thinking, because this (and, related, "why not launch on Steam?") comes up a *lot*. I'll try to be thorough so that hopefully you can understand, and there will be a permanent record we can point people to when this inevitably comes up again (we've written at length about this several times on our blog already, eg:
http://www.metanetsoftware.com/blog/2013/the-road-to-n, it's a common complaint).
While we are constantly thinking of the fans when designing each game -- our primary goal was "anyone who liked N/N+ should *love* N++" -- your point assumes that we could freely choose which platform to develop for. Sadly, this isn't really accurate.
We have been aware each time that by changing platforms we were moving away from our fan base, but we have been constrained so that we really had no choice about what hardware to release the game on.
For one thing, as with N++, the initial spark which started the project wasn't from us, but from the platform itself -- Ross Erickson at XBLA was a fan of N and asked us if we would be interested in making a version for the 360. Without this there would never have been an N+ at all!
Additionally, we *wanted* to move into new territory and try to show AAA console gamers what indie games were about; at the time it was a new thing and we wanted to try and get people to realize that games are a vast spectrum and not just photorealistic FPS, RTS, RPG.
Finally, we had zero money when we made N+ (actually, negative money/debt; we were poor students who had released a free game), so we had to borrow the entirety of the budget (about $150-200k IIRC) from the Canadian government; they wanted some sort of guarantee that their money would be used on a project that had commercial potential so that we could repay them, and frankly XBLA was pretty much the only place where we could conceivably make money at that point in time.
Back in 2006-2007 Steam was not as big a market as it is now, and more importantly it was utterly out of reach to a team with zero industry connections and no way to get a precious slot in their system. There was no way the government would sign off on a loan if we told them "well, maybe if we get lucky we'll be able to release the game on Steam"; the Letter of Intent from Microsoft was what secured the loan.
The handheld versions happened because we ran out of money mid-way through making N+ XBLA (it took about 6 months longer than we had planned) so we needed some way to raise additional money; the only thing we could think of was to license the handheld rights to Atari (for, IIRC, $50k). Unfortunately the developer didn't listen to our feedback, and as a result the handheld versions don't feel right -- and also, we ended up having to make all the levels, essentially for free, because the levels they were making were terrible and we didn't want fans to be disappointed.. anyway, that's a different story for another time.
The point is, we were aware at the time that we had fans on PC, but XBLA was the only place we could release the game, in fact the very existence of N+ is predicated on XBLA; we didn't have a free choice of platform as you seem to think.
In the case of N++, a very similar situation occurred. The project got started when Nick Suttner from Sony, a fan of N+, contacted us to ask if we'd be interested in making a version of N for Playstation.
Now, at this point we had a bit of money from N+, so that conceivably we could have made the game for Steam, but frankly we didn't know anyone at Steam (our last contact left the company a couple years ago) and the prospect of having to jump through all the hoops of greenlight didn't exactly fill us with glee.
Furthermore, Nick suggested that we could apply for the Pub Fund program, which is a guarantee on sales -- this means that regardless of how the game sells, Sony will pay us $X.
At this point (early planning of the project), we knew that we wanted N++ to be the very final and "as perfect as possible" version of the game. This meant that we would have to spend a lot more money making it, because we refused to compromise -- with N+ we had very little time and money, and while it was the best thing we could do given our circumstances, we knew we could do a lot better if we had a real budget to work with.
So, again, N++ was predicated on the platform (Pub Fund), which let us swing for the fences -- working with graphic design heroes of ours, licensing a lot of (to us, anyway) terrific electronic music spanning all the years from the original N (2004) to 2015, and most importantly letting us work for as long as necessary to make the game exactly what we wanted. This "it's done when it's done" sort of development is incredibly expensive; even with just 3 people, 30 months of food+rent+etc. adds up. Not to mention the sound design, the database programming, etc..
We realized from the start that N++ would be quite expensive, and we didn't have enough money on our own to make what we wanted, but Pub Fund let us overextend ourselves without risk of bankruptcy because we knew we would eventually be paid some amount. (in the end we spent about 1.5x what we got from Pub Fund, which was probably a bit irresponsible, but we really wanted to just go for it and push ourselves to see what we were capable of, damn the cost)
Additionally, marketing is the hardest thing for indies these days, and we knew that if we went with Sony, they would help to promote our game -- they gave us an awesome booth at E3, they included N++ in their PLAY promotion, etc.. these days it's easy to release a game on Steam, but with literally thousands of games released on Steam annually, it's very hard to get any attention and you can easily fall off the new releases and into obscurity with no fanfare.
Again: we realized that we would be moving away from our fan base was not ideal, but what we cared about primarily was the quality of the final product -- we wanted to make something that our fans would adore, wherever they were. We literally could not have made N++ without Sony, they really helped us a lot; it can be very hard to stay motivated when working on a game, it's incredibly stressful and difficult work, and having people from Sony who believed in us and supported us was tremendously motivating and helped a lot.
In comparison, with Steam you are always aware that you're a completely insignificant number somewhere; it's very hard to even get a human reply to emails, etc.. they have only a handful of staff working with literally thousands of developers. Whereas we were one of only a handful of games that Nick was working on, so that we always had a real human to talk to when we needed help.
Anyway, I hope that this helps to contextualize our decision; I realize that this isn't going to help ease the annoyance of not being able to play N++ if you don't have a PS4, but we honestly would never have made it were it not for Sony.
We definitely want to port the game to as many platforms as possible, we just don't know when that's happening (certainly not anytime this year, there's still too much work to be done finishing N++ on PS4). So, please remain patient