Bayonetta 2 is coming exclusively to Wii U, so that isn't third party. And Bayonetta 1 is not on PC, it's on PS3 and 360
Bayonetta 2 is third party, or at least partly. It's being developed by Platinum Games. The only reason it's Nintendo exclusive is because Nintendo is the only company willing to publish the game.
Games aren't always strictly third party or first party. In Bayonetta 2's case, the publisher is first party, but the developer is third party.
Also, a Wii U port of Bayonetta 1 comes free with Bayonetta 2, complete with some extra content, so there is really no need to hunt down a 360/PS3 copy (especially the PS3 port, as it runs terribly). That's how I plan to get into the series.
Nintendo should cater to EVERYONE, and that's what they lack.
They cater to kids and platformer fanatics with Mario and Donkey Kong and Kirby, etc.
They cater to adventure game fans with the likes of Zelda.
They cater to RPG fans with Pokémon and a bunch of third party RPGs that they get as exclusives, such as Bravery Default.
They cater to the fighting game community with Smash Bros, and also have various muliplatform fighters that have come out recently, like Tekken Tag Tournament 2 and Injustice.
They cater to the strategy crowd with Fire Emblem and the upcoming Codename: S.T.E.A.M (the latter also blends the genre with third-person shooters).
They are catering to the online shooter crowd with Splatoon (and due to how refreshing the game is and the family friendly nature of the game, it may draw in a lot of new people into that scene).
Those are just a few examples off the top of my head and keep in mind I have not near played all of the titles available on Wii U and 3DS. But point is, Nintendo are far from not catering to enough people. Most naysayers of Nintendo just hold some sort of bias against them and generally have no really solid reason behind veering away from them.
Not saying they are perfect, but honestly, they deserve much more credit than people give them these days. They're my favourite company right now out of the big 3, by far, and I don't see that changing for a while if E3 is any indication. Nintendo had so much good shit it was unreal, while Sony had only two games that I truly cared about and only ONE actually coming out this year. Microsoft's show was good but it didn't convince me to buy an Xbox One, not even close, it just seemed like it was good for people who owned an Xbox One (or a PC). After E3 though, saying Wii U has no games is just silly.
Regarding Ancel's new game, I don't really care what it comes out for, as I just want to see what he has in store either way.