that Alan Wake was originally a PC exclusive or at the very least, PC was lead SKU
Was never an exclusive, but was probably the lead platform, although we don't know because it was announced for the 360 and PC simultaneously: http://pc.ign.com/articles/615/615937p1.html
It was also announced just as consoles were really in the middle of exploding. It wouldn't be the first title to switch lead platforms.
When did Microsoft become involved? Shortly after that E3. It was announced sans publisher. Microsoft became involved soon thereafter and at the next E3 it was announced to be a Vista exclusive. Dumb move. THIS is a good example of Microsoft screwing people over. No one won here.
Why did it switch over to 360? Well, for one, it'll make more money there and that's very important to all parties involved.
The development was sucking cash and the game needs to come out. This is less "let's screw over PC users" and more "well, we can rush it to the 360 and sell X amount while pissing off 1/5X, rush it to the PC and sell X/5 amount while pissing off 5X, keep it in development longer and piss fans off all of the above, or cut parts and push it out sooner for both, also probably pissing off all of the above."
Given those options, well, the PC loses. That's what happens when you're in the minority. We'll still get our version. It will be prettier and probably the superior version. But if it's taking so much time that it needs to get out there then it just makes the most sense to concentrate on the one where you'll make the most money.
Remember - Remedy isn't exactly loaded. Their last game was Max Payne 2. Six years ago. Six years is a very, very long time to not release something. Yeah, there was a Max Payne movie, and there's Max Payne 3, but Remedy sold the rights to Max Payne for $10 million back in 2002. So, essentially, Remedy has had zero income since 2003 or 2004. Remedy is probably in serious need of making some cash. Soon.
Would this have happened anyway? Possibly. In fairness Alan Wake is a slow game and slow games tend to be very well suited for console controls. Microsoft and Remedy might have realized how profitable it'd be to do it this way, too. But I doubt it. I think that, given infinite funds, we'd be seeing both released at the same time. That just isn't true, and it makes far more sense to release on the 360 first. With it's hype it's guaranteed 2-3 million sales there. It won't see that on the PC.
For the record - the Max Payne franchise has sold 7 million units. Max Payne was released for PC, Mac, Gameboy, PS2, Xbox. Max Payne 2 was released for PC, PS2, Xbox. Max Payne 1 for the PS2 sold 2 million copies. I'd think it's probably safe to guess that more than half of Remedy's sales in the past have been on the console.