Maybe they just don't wanna risk more on the advertising budget than the game itself? A decent campaign is probably $20-25M and for a DX9 console game spending that much is pretty common but the games also cost that much to make, however if the game costs $10M you're increasing your exposure by about 200% if you include packaging and distribution.
The biggest problem for the Wii and the biggest advantage for the Xbox 360 especially out of the DX9 systems is that advertising on Live is cheap and effective. It can be targetted to the audience and im sure they have all kinds of data on your favourite games/types of games you play so they can say target someone who has played say Oblivion but not Fallout 3 with an advertisement. This is the biggest flaw with the online service on the Wii. They simply don't have the connected numbers.