Nintendo, Microsoft, and Sony each compete rather vigorously to attract studios to produce games for their platforms. Nintendo classically has ups-and-downs in this arena, given their unconventional hardware choices. The Switch is attracting a lot more devs than the Wii U ever did, for instance. This breaks the theory of monopsony, as there is clearly competition between platforms to acquire games.
Contrast that with the App Stores on phones where everything feels incredibly static. Apple and Google are clearly coasting on the fact that there's only 2 phone OSes and you have to use one of them. Besides first-party apple stuff, there are hardly any exclusives. And you never hear about app devs changing platforms.
So I would conclude that no, Nintendo, Microsoft, and Sony don't need to be regulated because they aren't engaging in anti-consumer behavior. They should be subject to the same standards, of course, but they aren't currently in violation of them like Apple.
It's not about what they put in their own store. It's about not allowing competing stores. And game consoles shouldn't be allowed to do it either.
Music - any music you buy from iTunes has been DRM free for over a decade.
Books - if that’s a concern, buy ebooks from Amazon - like everyone else dies.
As far as buying apps, most money people spend on the App Store is either in app consumables for games or subscriptions that work cross platform.
Do you also feel that Nintendo, Microsoft (XBox) and Sony should be equally regulated for controlling distribution over their digital stores? Yes you can but physical discs but even they are digitally signed and have to be approved.