A couple of thoughts on your question of why it didn't flop (although I'll wait for official numbers to be fully sure it hasn't!).
First, clearly Heavy Rain probably had a greater chance to flop than many other games, and I can understand why that probably led many to be more pessimistic about the game.
In the end, I feel a couple of elements came together for the title:
1 - I felt the general marketing and approach for the title was good, giving it a good chance of connecting with the right kind of PS3 owner who would be interested in it. A lot of more niche games flop simply because the demographic who might well like it simply don't know it exists or don't realize the game's basic mechanics would appeal to them. Heavy Rain seems to have avoided this common trap
2 - it's reviewed well and I think pretty consistently. This has helped 1) above in terms of confirming if you're interested in what HR offers it does a good job of delivering. Bad reviews slamming awful QTE events, for example, could really have hurt the title and put off many prospective buyers hooked on the marketing
3 - there is an audience for mature (I don't mean T&A mature I mean adult themes mature) titles like this and not many titles around to satisfy that audience, so HR I believe actually had little competition and was able to connect strongly to the admitedly smaller potential demand base for it
4 - it appeals to older gamers both in terms of being mature but also actually being somewhat like a modern version of a 'point and click' adventure title - a genre that, while full of wacky stuff also had a fair amount of mature titles as well
That's my thoughts off the top of my head.
Now, I get my new PS3 tomorrow, I already have HR on a shelf waiting for my broken PS3 to be switched, and there's a bug hitting fat PS3s (which is what I'm having replaced), so I'm in torture as I've had the game since release but can't actually play it!
Damn you Sony! Fix that clock!
Try to be reasonable... its easier than you think...