Everything is relative my friend...Most of these games aren't your typical big budget gritty games and a lot of them are really niche. Also, factor in the fact that development for Wii games was much cheaper than HD development...

*I will be using my numbers in highest "individual" SKU form instead of "combined"

Look at Madworld, from Platinum Games, sold more than Vanquish (released in 2009 and 2010 respectively) and it sold way more than Anarchy Reigns (which even has Jack as a playable character).
Vanquish (PS3): 0.58mil
Anarchy Reigns (PS3): 0.18mil

No More Heroes, from Suda 51 sold similar to Lolipop Chainsaw, much better than Shadows of the Damned, and much better than Killer is Dead...two of which are in a similar style to NMH.
Lollipop Chainsaw (PS3): 0.58mil
Shadows of the Damned (PS3): 0.24mil
Killer is Dead (PS3): 0.18mil

Eternal Darkness was both a horror game and a new IP (and it was on the tiny install base of the GC), but compare it to some other (non SH, non RE) horror games on the PS2:
Rule of Rose: 0.02mil
Haunting Ground: 0.07mil
Clock Tower 3: 0.33mil
Siren: 0.18
Not so bad in context eh? I guess ZombiU could fall into this category too (although, obviously not PS2 era)

Red Steel is harder to compare as there really isn't anything like it, however, according to Ubi, RS2 did perform in line with expectations and 42% of Ubis sales during its release quarted came from the Wii (http://www.vgchartz.com/article/80063/ubisoft-loses-555m-in-the-march-2010-fiscal-year/). Also, the fact that Red Steel 1 was garbage didn't help sales...

The devil is in the details ;)

EDIT: Edited in more numbers

Yeah, Samus gets a pass because the blood isn't red. Or the things she fights aren't human. Few easiet ways to avoid rating increases. But if she ripped heads off and deboned the aliens. That sure would trigger M. Even just having the sounds. Like if she slowly crushed a aliens head in. Hearing the alien cry mercy. While the camera just stayed on the wall. Or if it was a audio log of some kind. It needs to be visually or audioably there. And has to be on camera for a bit. You sneak by ratings if you cut fast. Like when Aragon cut heads off. Or when a Urukai smashed a goblin with that boulder. Really fast cuts. So you couldn't go "EWWW gross". Text, especially text that most people don't bother reading, free pass. Now if the text blocks were apart of the main game and were narated by someone. That could risk Metroid going into M land.

I'd buy a more mature Metroid First-person shooter game. For many reasons, If you know what I mean. ;)

This is the company which convinced the ESRB to give Majora's Mask an E rating. Pamela's father is a zombie locked in a wardrobe and the game gets an E.

Nintendo's problem isn't that they can't make compelling mature content--they most definitely can, and they can keep it remarkably clean, to boot--but that they don't.

Personally, I would love to see a relatively hard Zelda game where Link is in his mid-50s and can't run and jump like he used to. Nintendo could make that work very well. They're not going to because it would likely hurt sales in they 8-15 year old demographic even if it had an E rating.

Blood and gore are those reasons, eh?

Or maybe it's just the Mature + Online experiece that sells? All those games we mentioned are great single player wise but don't have any multiplayer. Maybe Nintendo should go back to their couch multiplayer roots and make a mature game with a solid single player but a more epic multiplayer!

They're not going to because it would be a bloody disappointment. Imagine a several second delay on actions because Link's arthritis is playing up, or he's moaning about how kids these days are spoiled by 4D gaming.

"OooOhhh, I remember when Peahats and Zoras used to ATTACK you. And that was because you didn't get many friends in them days... *snore*"