I'm not certain what's meant by "console games" here. If we're talking about Pokémon side titles and spinoffs, yes, we do have fewer of those now than we used to. But there are multiple reasons for that, and the rise of the mobile gaming market is only but one of them, and indirectly at that. The DS and 3DS had plenty, the Switch got Pokémon Quest not all that long ago, and they just announced a new Detective Pikachu for the Switch this evening. Mystery Dungeon is silent for now, but I would put that just as much on low sales and mixed reviews of the last two installments, both of which were on the market for then-current hardware well before Nintendo started venturing into the field of mobile games. People clamor for an updated Pokémon Snap (which I would certainly play), but Pokémon GO is very much an evolution of that same track, and it makes all the sense in the world that they put such a game on devices that not only have a built-in camera, but are designed to leave your house and go everywhere with you.We currently barely have any console games nowadays, and with all these mobile games, there’s now much less for fans to play if they are not interested in those. The assumed “threat” of the mobile market has reason to it, being evident that there is a lack of new console games and a drastic increase of mobile compared to the past.
As for relics like Stadium and Colosseum, those have disappeared because to a lesser extent the 3DS core titles and to a greater extent the Switch core titles do exactly what those older console titles did, and they do it without having to be side titles. There's no need for Pokémon Stadium when all your Pokémon are 3D models now anyway, and Sword and Shield will be everything people believe Colosseum/XD were, and they will be that without the inherent limitations imposed upon spinoff titles.
So if "we barely have any console games nowadays" means that it seems like we're getting fewer Pokémon side games, it's true, but not to an extreme degree, and not solely or directly because of the advent of mobile gaming.