The real issue is that X720 & PS4 games will support DX11 thus all the games for the systems will be coded with DX11 in mind, this means less games for the WiiU.
PS4 will not be licensing DirectX from Microsoft either. Both PS4 and Wii U will be using a modified form of Opengl, with engines that will utilize the same features found in DirectX. The only console that will be coded with the DirectX API is XBOX.
The hardware found in all of them would support DirectX11 if they were running in an environment where DirectX was being utilized. DirectX in and of itself isn't even relevant to the discussion, as it will not be the API used for Sony or Nintendo.
Games for the PS4 will be coded with Sony's API's in mind, and games on the Wii U with Nintendo's API's. Unity, just as an engine, supports more than just the DirectX API, and the slide shown just points out a particular DirectX10 feature that will be available in the Unity engine running on the Nintendo API, and in the future, all features of the Unity engine available on other platforms will be available with Unity on the Wii U. The same slide probably applies to the PS4 as well, but as it was Unity just happened to be talking Wii U for that presentation.
So, all of the consoles support the techniques available in DX11, and So will the engines as they are updated and the platform API's mature.
I personally think it's not THAT bad because, if you include DX11-level graphics, it will cause cost increase and other hardware problems. DX-10 is a small step behind DX-11. Tesselation was the only new major thing in DX-11. Additionally, DX-9 is only on the decrease since 2 or 3 years and DX-10 starts to take the lead. DX10-level enhance GPU will bring better graphics performance in its domain. If it's only for Tesselation, it's no big deal. If you care THAT much about graphics, sell your WiiU, buy yourself a gaming PC and Windows 8 (w/DX-11.1) and don't come back to consoles. :\
The hardware does support it, this slide was about what the engine is currently capable of on the hardware.