Well, Engadget reports that Sony confirms that 75% of units shipped in US are bundles. That supports the wand shortage theory. 2.5 million shipped to US and Europe seems to be off unless he's citing data before a major shipment units. Could be possible this time of year.
If the shipments are distributed worldwide by the percent of PS3s per region, that would be 40% in the US or 1.64 million bundles and wands shipped to the US.
Seeing as Engadget also reported that Sony confirmed that 75% of units were bundles, that would make for 1.23 million bundles in the US and 410,000 individual wands shipped in the US.
Sounds like it's going to be tough finding wands over Christmas.