I think there are two things to be said about the third parties' seemingly slow move towards Nintendo:
1. A lot of them are stuck in their ways. Like many gamers, they want games to be adventures about epic Sci-fi/Fantasy universes. I think a lot of us prefer Pikmin to Nintendogs, but we all know which of those games is bringing home the bacon. As such, many people in the industry are being dragged, kicking and screaming, into the future, just like many gamers.
2. It takes a long time to make good games. You can't just flip a switch and turn your PS3 projects into Wii ones, and a lot of developers expected PS3 to be #1 up until last E3. Heck, the less imaginative ones probalby didn't get it until sometime this year. If it takes at least a year to make a decent game, then the first E3 converts are just getting their games finished about now...and let's face it, half of those will just take until Christmas because they think everything will sell better then. Not to mention that really good games usually take more than that...maybe 2-3 years.
Of course, I have to agree with IceCold that even with all its success, DS still doesn't get all of the 3rd party respect it deserves...I can only attribute that to point 1, and some of that usual "fear" of competing with Nintendo's first party games.