The gaming consoles aren't subsidized via the data collection like smart TVs are via content recognition (selling everything on your screen to advertisers).
Consoles are sometimes sold at a loss, but the revenue model is different. Playstation plus/game pass, a cut of game sales and microtransactions, exclusives, and accessories.
No one should ever connect their TV to the internet. There just isn't any reason to, get access to your streaming apps another way.