I've noticed the Nintendo fans = Republicans connection, too. My theory was that it had to do with the way Democrats let reality define their beliefs, and Republicans let beliefs define their reality. Nintendo says that such-and-such is awesome, and Nintendo fans fall right in step. We have always been at war with Eurasia.
That's pretty self-serving; everyone's reality is shaped by their pre-existing beliefs. Conservatives are simply less likely to discard those beliefs in the face of challenging evidence. After all, conservatism, an amorphous ideology, is simply a form of traditionalism, which seeks to maintain the status quo while being very suspicious of change.*
It is this traditionalism, along with a strong desire to identify with an in-group, that keeps conservatives loyal to Nintendo. Nintendo was making console games long before MS or Sony, when nfags were impressionable children. Nintendo is tradition.
*I am not including other right-wing ideologies, such as fascism, right-wing libertarianism, or elitism.