So far this is just a theory, but it's something that's beginning to come under investigation. Apparently, Japanese entertainment magazine BARKS has alleged that a powered-on Wii emits a sound frequency which falls right into the range to which cockroaches are attracted. This could lend itself to a few uninvited roommates for gamers who are too busy waggling their remotes to invest some time in a little basic housekeeping.
I wouldn't run to the store and drop a week's pay on insecticide just yet, and please keep in mind that this is just a theory, and one that is likely to be debunked eventually. Although, if you find yourself trying out that new Wii Fit Board and hear some crunching under it as you lean one way or the other, don't say I didn't warn you.
[Thanks to Brad for moonspeak translation, and Matthew for the link]