No, they really wouldn't. Who is their WP competition? Right now, it's only the 8X. The 8S is debatable, but limited in its availability (is it even on the market in Europe yet?), and Samsung's taking forever with its stuff.
Rather than make small royalties on their stuff on other platforms, it would be better for them to keep what they have and use it to leverage sales. I know, for example, my sister bought the Lumia 822 over the 8X because of the exclusive apps. How many 8X devices would have to sell to equal the money from a single 822 sale? What about a single Lumia 920 sale? They're just better off being able to claim something exclusive.
How, for the customers and the platform? That might be different. Most of what Nokia offers on the Lumia exclusively on WP8, you can get on Android or iOS, if not both, I'd imagine. If someone sees that the 8X lacks something Android/iOS has and Nokia has first, they might assume it's missing from WP8 as a whole.
Look at Android, though. Keeping Swype (built-in) and S-Beam and whatever else exclusive to its devices seems to have helped Samsung, and you don't see Android OEMs keeping the same skin (or stock Android) on their devices. There needs to be differentiation, and since WP doesn't allow skinning, app exclusives does that. One other thing is that by offering exclusive apps and getting special deals with developers like EA (at least on WP), it shows customers than Nokia is working really hard to give people great devices and a great experience, so you have happier customers spreading the word and giving them positive PR and drawing in others.