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).