Yeah a lot of the IPs just don't match up to their PS3/360 "counterpart", so just doesnt work.
All I can say is in the "big days" when I only had a 360, the only exclusives that appealed to me were Fable (Though only the 2nd one), Halo, Gears of War (Lost interest after 3). Also got Banjo Kazooie, Viva Pinata, but Viva Pinata I didnt care about, Banjo Kazooie I thought was cool too, but hasnt really turned into a series on Xbox yet, just a one off so far, maybe soon for X1...
The biggest thing for 360 for me was Halo 3 (Maybe Halo Reach too), but Halo 3 espicially as I can say its the funnest experience online I've had with custom games, forge, etc, but no Halo since has beat that or even got on par with that sadly.
While for PS3, when I finally got a PS3, there were a TON of exclusives, and I feel they simply offer experiences 360 didn't offer and perhaps what no other console can offer. Things like Heavy Rain, Journey, Unfinished Swan, The Last of Us, God of War 3, Uncharted, just to name some of my personal highlights. There definitely isnt any counter part for these games on an Xbox console, and if there is, certainly not to the same standard as these games push the bar to.
There are some games like this which are true for Xbox's case too. Fable for example, can't think of anything close to a "counterpart" for the PS3 there, shame that seems to have gone downhill since 3 though sadly. Alan Wake I guess too, though may not be a continuing series exactly.
For me personally anyway, PS trashes Xbox when it comes to exclusives. Last gen it may not have been such a big deal since 360 had the "definitive" multi-plats to back that up, this gen however, its not even the same, the PS4 is getting the definitive simply down to more power and X1 can never escape that fate now, so will be interesting to see what they do.