Capcom's always supported PS2 first and foremost, despite Production Studio 4's valiant GameCube effort. That said, Capcom's biggest problem is probably overestimating their products and moving away from multiplatform development models (which were key on SNES/Genesis & PS1/Saturn). Their early Dreamcast push was a bitter lesson also, I think their heavy reliance on DC/Naomi probably was a significant factor in them abandoning amusement (which was another rather stable revenue stream lost). Capcom recently at least seems to be turning more towards multiplatform development (VJ2, Killer 7, Capcom Fighting Jam) as well as solidly commiting to the new handhelds Nintendo DS & PSP, which is a good move considering GBA was their most stable platform and the only place their games continually exceeded their target sales.
I wouldn't expect any Capcom exclusives on GameCube after RE4 however (though new multiplatform games are likely). Partially I think because of hurt feelings due to Nintendo rejecting Capcom's very public investment request (who then went on to invest in Bandai). Really, had Nintendo shown some financial interest, I bet Viewtiful Joe 1-2 & Killer 7 would've remained exclusive, new games like Ookami and Panic Maker probably would've been on GameCube exclusively and Nintendo would probably have gotten content like Oniumsha 3 and DMC3 as multiplatform releases also. Too bad they went for Bandai instead. :/