My almost 4 year old is not interested in consoles yet so not sure about that, but he does like playing on phones, ipad and watch tv.
If you offer other suggestions to him about activities like you playing a game with him or going out somewhere does he still insist on keep playing games?
My ds would play for a long time like you say at relatives houses, if there is not much toys to occupy him then its easy for him to occupy himself on ipad, especially if I go out and inlaws are watching him then he will do that. I don't think its too much a big deal as its not every day, as long as they dont carry the habit over to home then personally i dont worry a huge amount. Unless it affects behaviour, then immediately we take it off him (we did have to do this before as he started to get quite rude when people were speaking to him, as he was "too busy on the ipad") I think the novelty has worn off with mine for that now though so he doesn't do it quite so much?
With other activities that you would rather he did.. are you doing it together with him or want him to get on with it by himself? with mine if he was playing on the phone and i ask him to finish with it, he might moan but if i sit and do something with him instead then he's quite happy to do that, but if i say okay give me the phone and now go and play and amuse yourself, then he would moan more. So i find thats an easier way to take them away from these things as it distracts them, or even give it like while you prepare the dinner then there is a natural finish - dinner is ready, so put phone/ipad/whatever away and eat, then after that go do something else?
If he is making a big deal every time its time to finish, and causing a lot of problems maybe rethink him being allowed on consoles and tell him that he can only have a go if he doesnt make a fuss when it's time to finish, otherwise he will have to wait til he is older?