I think KZ2 sales are about what I'd expect on PS3. The playstation brand has not really, IMO, been home to big FPS sales as such (apart from the big franchises, like Medal of Honor on PS2 and CoD on PS3) and at this point around 2M is roughly what I'd expect with the install base and the demographic for an exclusive IP like Killzone.
KZ2 cost a lot, but elements of the game and its cost need to be viewed in line with a higher degree of risk to expand the console - particularly in US and UK - to the big FPS gamers. Sony decided to try and push out Killzone as a flagship FPS, backed by smaller titles like Resistance, to try and swing some of the audience for those games to their console, and to show the console was a viable platform in those genres.
I'd say the results were mixed to poor - but that's to be expected, the harcode 360 owners in US and UK simply were not going to switch for a few titles, no matter how good.
So Killzone will trundle on, pass 2M - and if PS3 Slim sells well expect it to get a second wind as a core title, but I personally never expected any exclusive IP FPS on PS3 to reach heights of Halo, Gears, etc.
In the end I expect Killzone to deliver an okay profit (the DLC is expensive but sells well apparently so that will have helped a great deal) and with the engine there I expect to see a less costly Killzone 3 appear and sell around the same, delivering a decent profit across both titles vs total investment.
The 360 big sellers seem like an obvious comparison, and in terms of competitive position and market ownership they are, but anyone expecting PS3 titles like Killzone to achieve anything like Halo are going to be disappointed IMHO. Remember, Xbox FPS outsold similar titles on PS2 with a fraction of the install base - you really think the PS3 has a better chance at this point?