List of formally-announced, internally-developed console Atlus games:
[NDS] Etrian Odyssey III: The Drowned City (April 1, 2010)
[PSP] Tokyo Mono Hara Shi: Karasu no Mori Gakuen Kitan (April 22, 2010)
[WII] Trauma Team (May 18, 2010)
[NDS] Radiant Historia (November 3, 2010)
[PS3] Catherine (February 17, 2011)
[PSP] Persona 2: Innocent Sin (April 14, 2011)
[NDS] Nora to Toki no Kōbō: Kiri no Mori no Majo (July 21, 2011)
[NDS] Shin Megami Tensei: Devil Survivor 2 (July 28, 2011)
[3DS] Shin Megami Tensei: Devil Survivor Overclocked (August 23, 2011)
[PSP] Persona 2: Eternal Punishment (May 12, 2012)
[PSV] Persona 4: The Golden (June 14, 2012)
[3DS] Etrian Odyssey IV (July 5, 2012)
[PS3] Persona 4 Arena (July 26, 2012) (collaboration with Arc System Works)
[3DS] Devil Summoner: Soul Hackers (August 30, 2012)
[3DS] Shin Megami Tensei IV (May 23, 2013)
[3DS] Etrian Odyssey Untold: The Millennium Girl (June 27, 2013)
[3DS] Devil Survivor 2: Break Record (Q4 2013)
[WIU] Shin Megami Tensei x Fire Emblem (TBA 2014) (collaboration with Intelligent Systems)
I don't know. On the one hand, it makes logical sense that Persona 5 would be a PS3 / PSV venture, considering how Atlus approached Arc System Works for Persona 4: Arena on the PS3, and made Persona 4 Golden a Vita exclusive.
On the other hand, Atlus's internal development seems to be quite focused on Nintendo products lately. Not only do we have the partnership with Nintendo for the Wii U, but Atlus proper hasn't exclusively developed a game (a non-collaboration) for the PlayStation family since Persona 4 Golden.
Normally I'd give more weight to the "fanbase is on PlayStation" argument, but the 3DS is just so ridiculously successful in Japan (12.15 million LTD) that I have to question whether Atlus really takes that argument as seriously as we seem to think. I also wonder whether Nintendo has been utilizing their new-found relationship with Atlus to coax them in their favor. We know Nintendo has approached companies like Square Enix (Dragon Quest exclusivity) and Capcom (Monster Hunter exclusivity) in the past.