The problem with this thread is that it takes a very interesting concept but takes the worst two examples. There are many factors that enter consideration with game sales including Brand Recognition. Everyone has heard of Halo and it has a much broader appeal wheras Killzone isn't nearly as well known. A better example of the same thread would be merely looking at one top notch quality game (or one series of top notch games) that has mediocre to bad sales.
Take Metroid for example. Metroid Prime is one of the top reviewed games of all time and every single one (lets leave out other: m for this one) reaks of huge budgets and incredible production value. And yet the TOP selling one didn't even hit the 3 million mark. The rest barely got over the 1 million.
In the end it comes down to recognition and appeal. MGS, Resident Evil (the survival horror ones), or to be more general stealth and survival horror games in general will never have massive sales. Even though many of them are considered to be truly incredible experiences it will never just reach the level of more mainstream games. Killzone doesn't seem to have that mainstream appeal. Also, one has to take into consideration the effects of sequels on a review score.
A review of a game that is on its seond iteration is bound to be more forgiving than one on its 5th iteration.
All in all its an interesting subject but you need to find a more apples to apples comparison, might I suggest Killzone vs Resistance?