To be honest, great games like Skyward Sword deserve to sell more copies. Nintendo has flooded the market with gimmicky, family-friendly Wii games that have moved tens of millions of copies each that are easy to produce. Video games on Sony and Microsoft's consoles do sell lots of copies as well (on average), but they pale in comparison to the wide appeal of Wii games like Wii Party and Mario Kart Wii.
It seems that the high quality of some Wii games doesn't make as much money for the video game juggernaut as its casual play titles do. Softcore gamers that don't know any better buy into these games' marketing campaigns and buy mediocre games - this is good for Nintendo's business, but also overshadows the profits of much better titles. Just because a game is fantastic doesn't mean that it will corner the market. A prime example of this is BioShock, which has still sold over a million units, but is surprised in copies sold by several games that aren't necessarily as good as BioShock.
Call of Duty: Modern Warfare 3 sold 6.5 million discs in a single day - about two and a half times as much as Skyward Sword has sold over the course of a month. It's not exactly fair considering that the general public views Skyward Sword as the superior of the two, but this isn't how the gaming industry works. Zelda games always sell over a million copies (which the exception of Four Swords Adventures) but never manage to appeal to as many people as Nintendo's generic casual games do, which is unfortunate.
The majority of the gaming community is comprised of softcore gamers, so it's difficult for high quality stand-alone games to sell nearly as many units. Call of Duty and other FPS franchises have managed to dominate the market and sell even more than many of the Wii's casual titles, which can be viewed as good or bad. The fact is that Skyward Sword has a more selective audience and doesn't captivate everybody. However, for a franchise that has had a history of 25 years, it's always a pleasure to see one of its installments selling so well.
Yes, but this is only for Japan. Keep in mind that Skyward Sword has sold 2.5 million units worldwide and is on track to selling at least 4 million units during its lifetime thus becoming one of the highest grossing installments in the series thus far.
Actually, this:
This is a graph I made back in June (for a
thread) that shows the fluctuation in the number of copies sold of Zelda games. A foreseeable 4 million copies is pretty much to be expected of a Zelda game. In fact, almost half of all Zelda games hover around or above the 4 million mark.