In short, analog RGB means video is sent as three signals in RGB and analog component video means video is sent as three signals in YPbPr.
The YPbPr is mainly used for transferring television video signals, while RGB is mainly used for non-television computer and graphics video signals (but exceptions to both apply).
The typical definition in video engineering is that analog component video means strictly YPbPr only. In YPbPr component video the brightness information (the Y signal) and two color difference signals (the Pb and Pr signals) are transmitted as three separate components instead of being transmitted as composite signal where they are encoded using some colour encoding method (like PAL, SECAM or NTSC).
So component video does not mean RGB, even if RGB must also be sent as three separate video components over three separate wires. That is called analog RGB video.
And yes, many consoles had component video output - it's the three RCA video connectors coloured red/green/blue, but the signals are Pb/Y/Pr. Same consoles can usually output RGB video as well with a SCART adapter.
Basically the color composite video is the YPbPr that is encoded to single signal using PAL or NTSC color encoding.
If there is only an RF signal input on the TV, it will receive the composite signal that is RF modulated as if it was coming via an antenna.
Some background about subject:
Originally TVs only had an RF input, but as they demodulate the RF into baseband composite video anyway, it was easy to add composite video input connector for external devices.
Composite signal that contains colour information has to be decoded or separated into the three components (YUV/YPbPr) which just needs to be converted into RGB for driving the CRT electron guns. To get better quality and to avoid the degradation due to colour encoding and decoding, a direct YPbPr input was added to bypass colour decoding on the TV - which still needed the conversion to RGB, but that can be considered lossless, while composite colour encodind and decoding is a lossy process which degrades quality.
For some reason (that might be that France used SECAM colour encoding which was completely different from PAL and NTSC and could not be decoded to YPbPr as easily as PAL and NTSC because SECAM also halved the color resolution vertically), European TVs started to use RGB as the external interface to avoid the colour decoding stage completely - which meant that it did not matter if it was a PAL or SECAM TV, they both can receive same RGB.
So the main difference is that SCART is an European thing and TVs with SCART can accept RGB signals that drive the three RGB electron guns directly, while for some reason some other parts of the world began to use interfaces which provided the external connection to the YPbPr section before it gets converted to RGB for the electron guns.
I can't think of a reason why it was like this, but at least the YPbPr input is compatible with monochrome video signal (just use the Y), so a separate monochrome video input was not necessary - even modern TVs that still have YPbPr input will usually use the Y signal as the monochrome or color composite signal input.
As the SCART interface has both color composite input and RGB input, it also supports monochrome video via the composite input, and even requires it for RGB sync, as the RGB has no sync information.
Most modern SCART interfaces could also accept S-Video (YC, where C is the PAL or NTSC colour-encoded PbPr signal without the Y being added) and YPbPr via the RGB pins, so SCART pins were just used as general purpose analog video input interface.