I imagine many people do just walk into HMV and expext to find one. I wouldn't call them stupid.
Most people don't pay attention to gaming media so they just wouldn't know about the shortages, most people are casual gamers, especially with the Wii.
Christmas is over so people don't expect it to be sold out. Other consoles, even other products, don't stay pretty much sold out after over a year so why would they expect it from the Wii?