Let's narrow it down, shall we?
Killer7: 150k copies sold.
Eternal Darkness: 440k copies sold.
Geist: 150k copies sold.
ZombiU: 710K copies sold (not bad but this got a boost since it was a release title plus bundled in a console pack) so those numbers are somewhat misleading.
Red Steel: 660k copies (not bad again, but very diappointing because this was also a release title, and considering everyone and their mother literally were buying Wii's at the time, the fact this didn't break a Mill is mind boggling).
Red Steel 2: 600k copies (alright but nothing too special either).
Mad World: 740k copies ( not bad, I read on Wiki this sold a lot less, but I guess they didn't know what they were talking about. Still, this is not a number that jumps as anything special, especially since the Wii was in like 60mill + household's at the time.
No more Heroes: 540k copies (again a"meh")
No More Heroes 2: 380k (below a "meh")
Conker's Bad Fur Day: 770k (Not bad, considering it came out on the End of the N64's console cycle, only number that surprised me).
So you basically only proved Conker did great. Okay, maybe poorly is a bad choice of words, but all those sales are still disappointing, and they definitely played better than what they sold for.
Everything is relative my friend...Most of these games aren't your typical big budget gritty games and a lot of them are really niche. Also, factor in the fact that development for Wii games was much cheaper than HD development...
*I will be using my numbers in highest "individual" SKU form instead of "combined"
Look at Madworld, from Platinum Games, sold more than Vanquish (released in 2009 and 2010 respectively) and it sold way more than Anarchy Reigns (which even has Jack as a playable character).
Vanquish (PS3): 0.58mil
Anarchy Reigns (PS3): 0.18mil
No More Heroes, from Suda 51 sold similar to Lolipop Chainsaw, much better than Shadows of the Damned, and much better than Killer is Dead...two of which are in a similar style to NMH.
Lollipop Chainsaw (PS3): 0.58mil
Shadows of the Damned (PS3): 0.24mil
Killer is Dead (PS3): 0.18mil
Eternal Darkness was both a horror game and a new IP (and it was on the tiny install base of the GC), but compare it to some other (non SH, non RE) horror games on the PS2:
Rule of Rose: 0.02mil
Haunting Ground: 0.07mil
Clock Tower 3: 0.33mil
Not so bad in context eh? I guess ZombiU could fall into this category too (although, obviously not PS2 era)
Red Steel is harder to compare as there really isn't anything like it, however, according to Ubi, RS2 did perform in line with expectations and 42% of Ubis sales during its release quarted came from the Wii (http://www.vgchartz.com/article/80063/ubisoft-loses-555m-in-the-march-2010-fiscal-year/). Also, the fact that Red Steel 1 was garbage didn't help sales...
The devil is in the details ;)
EDIT: Edited in more numbers