Microsoft worked out MUCH better marketing promotions for Halo 3 than Sony did for Killzone 2. it is likely that Halo has a greater cultural buzz so other products want to be around it. Killzone 2 is pretty much a new IP, considering how irrelevant the original Killzone was.
I have actually pondered this same question. It could be that Sony is used to being top dog and coming from the position of being on top, which doesn't work at this time. They try to do differently, like the other choice that is cool for being different (Sega scream), and they undermine their perceived position of dominance (same with showing challenger contrast ads). Also, I think Sony has problems communicating their value proposition so people would want to buy it. The value proposition for the PS3 is all over the map, and hard to have a single message to get across.
I have seen TV ads. Sony pushes their baseball game now. It is a good ad actually.







