Well the difference in sales can be chalked up to both a larger install base on the 360, and the fact that Microsoft cornered the high end demographic early on in this generation. Which means that not only are there more users to buy, but they are also more apt to buy. Then as if to add salt to the wound Halo is a convergence in Live. It is a constant between most libraries. Making it almost a requirement.
Speaking to the difference in reviews. I think the exclusivity of Killzone 2 probably actually helps its review score. Reviewers do have to take into account console user specificity in reviewing. Knowing that a PS3 owner has no option to play Halo, Left 4 Dead, or a solid Orange Box. They must give the game a slight bonus in light of the offerings. So it isn't going head to head as much as it is colliding at an angle. Were Halo 3 on the PS3 the reviews for Killzone 2 would in the end probably be lower, but on the upside the sales would be higher.
Halo 3 is the gold standard, inventive, original, dynamic, and crammed with features. All of this with obscene balance testing. Not to mention the cult like following it garners from gamers. Quite literally you can play the game for a year without even touching half the offering. It really isn't a matter of preference you have to stand in awe of the craftsmanship involved. Don't take my word for it though go play Halo 3 for a few hours. Every game you play is entirely different just the limitless strategy is impressive.



















