Do you think Indies have/need a console?
No. Consoles are dying. Handheld consoles make less and less sense in a smartphone world, as you can see by the declining sales of Vita and 3DS. A handheld indie console would present even more of a niche market and there'd be no hope of a developer recouping costs on such a platform.
Besides this, there's a chicken and egg problem. No one will buy an 'indie console' unless their is a killer game library, and no one will develop for one of these niche systems unless there's enough of an audience to make it worthwhile.