Thats not a PC exploit, thats a flash exploit, which only crashes the system due to a mal-formed flash file. It does not run any software nor infect the system. Nor even can it. All it does is crash the Wii.
Neither of those examples though can be considered unattended remote exploits (which is all a NAT box can protect you from). The Wii one only crashes the system, does not infect the Wii nor make any changes to the filesystem while requiring someone to actively activate the exploit, and the 360 one requires physical access. No firewall nor home router would protect against either one.
If there was a virus for any console, we would all know about it. That would be HUGE news, even if it were only a proof of concept.