The PS3 finished strong, but only after spending a long time losing a lot of money. In terms of raw sales, the 360 and the PS3 are very competitive, but 360 wins in terms of gaining market share and actually improving immensely over its predecessor. The Wii was not only the king in terms of sales, but in terms of profit margins, as well. And while it did have a weak end of life, the fruits of what it accomplished are evident to this day.
In general, I think it's pretty easy to understand why people say the Wii won last gen. It's fairly clear, in my eyes, that the PS3 did not win, and while you could make a better case for the 360 being victorious, it hardly dominates the metrics you'd usually use to judge victory. If you're basing this on what the system brings to the table in terms of games, hardware, or whatever else, you're taking the discussion into more subjective territory - which is fine, but poor grounds for refusing to see the obvious.
Does it matter who "won" last gen, though? Not really. All three console makers made strong contributions to the medium, and each had their strengths and weaknesses throughout the generation. None of the consoles were harmed, on balance, by the relative success of the others - particularly in the case of the Wii. And the environment today is completely different from the environment the last generation began in. So, all in all, I don't see much incentive for the revisionist history.