Lost Odyssey and Tales of Vesperia were early Xbox Exclusives, when MS used to try in Japan. But they stopped, and it's been years since they've invested in trying to get exclusivity on a JRPG. Tales of Vesperia came out in 2008, but ended up getting ported to PS3 about a year later, to save sales. Since then, "Tales of" games have preferred Japenese systems again. Tales of Xillia isn't on an Xbox.
The PS3 has a lot more JRPGs than the Xbox 360 does, and has more on the way. Even Square-Enix published games like Drakengard 3 often skip the Xbox. FF14 ARR, another Square-Enix published game (this one a Thempark MMORPG) is PC and Playstation exclusive.
Early in the lifecycle of the Xbox One and PS4 here, but early signs seem to point to a shunning by Japanese publishers. Deep Down (capcom) is PS4 exclusive, FF14 ARR (Square-Enix) Playstation and PC, Natural Doctrine (a super rare japanese SRPG from a small publisher) PS4 exclusive. You get the idea.
Planetside 2 and Everquest Next, are also pretty darn notable. If we're including online RPGs, I have to remind people that SOE doesn't port stuff to Xbox. And if you don't think EQN is going to matter, the Landmark livestreems that are up right now actually seem pretty promising, and show off a pretty impressive game engine.
Anyway, the Western RPGs are going to mostly be multiplatform. The Witcher 3, Dragon Age Inquisition, and the like. So, they're almost not worth talking about...
Except MS did buy Lionhead Studios, and they're making a new online RPG in the Fable series. They're a very inconsistent dev team, so who knows how that will turn out, but there's at least the threat of a potential big exclusive there.
Other than Fable Legends tho....
The Wii U will probably have more meaningful RPG exclusives. X looks really promising, for example, and they're working on a Fire Emblem SMT mashup.