Consoles typically have more than one controller, so they likely require a button press from a player to determine which controller that player is using. This way, no matter which controller each player is using, after the game loads you can determine who to consider 'Player One' by asking them to press a button.
PC does not need to do this because there is only one player and one controller: the mouse/keyboard.
Edit: This was a guess, but there are actual game certification reasons for having the extra button press. Please read the other provided answers.