The main thing wrong with this list is that it did not go back far enough to be called "of all time."
With the exception of the Atari 2600, no console from the classic (pre-NES/FC) era sold 10M (the Atari sold 30M in its dozen-plus year run).
Consoles today with lively homebrew communities and general followings -- such as the Colecovision (6-7M). Intellivision (3-6M depending upon source and interpretation), Odyssey 2/Videopac (unknown), and Atari 5200 (unknown) sold less than the DC.
Plus, there were a multitude of other consoles which didn't sell that well: RCA Studio II, Fairchild/Zircon Channel F, APF MP-1000, Bally Astrocade, Emerson Arcadia 2001, Vectrex, etc. -- as well as pong and other dedicated units and the original Magnovox Odyssey.
Mike from Morgantown