I see "The Last Remnant" as an experiment from Square-Enix. If they start having hard sales in the 360, they may start opening their market for it, little by little. I do not expect any numbered Final Fantasy to become multiplatform any time soon, though.
I think that their loyalty to Sony also depends on other factors. If other companies start having their games ported to other platforms, and the PS3's sales decrease, Square-Enix may reconsider their loyalty, and follow the path that promises better opportunities.