I believe some GT have had very good FW... but since you are meaning just FW and exclusive I wouldn't know without doing research if any had a bigger FW... I guess none have done it, since I believe more and more people are buying day one.
I Don't know much about the era of PS2 and PS1.. also majority of exclusive title on them would be new ip so i cant recollect if any exclusive game had this kind of sales, again GT being the exception. Also the media coverage on games through magazine and once a month so, it will be hard to stats. But Since PS3 I have been following a PS exclusives a lot, besides GT5, MGS4 and uncharted 3 i dont remember any other game open this big, uncharted had big number where sony announced they shipped 3.8 copies on launch day! but those were shipped number.. MGS4 was around 2m in its first week, I dont have the data for GT5, but i wont be suprised if its up there with Gt5 in its first week