Ummm, right. Great thinking. Let's break down the US into individual states and ignore half of them as well.
What you call a collection of very small numbers
like Spain includes 400k PS3s, 360k Wii's and 260k XB360s. These are way, way more than the
few thousand that the Rest Of The World countries amount to. Here's an
example with Brazil, one of the larger Other World nations -
So there's a sizeable market, but it's covered in sales in the other territories, basically grey imports from NA. Those sales are counted in the NA figures, not the Rest Of World figures. And Brazil's a sizeable market as evidenced by MS wanting to target it. They haven't spoken of a big push for the West African Coastal Nations...
That's why the industry, the analysts, and the console companies, don't make a big deal of the rest of the world. They don't target it, they don't expect to get much out of it. There's no reason to think there's a million or more unrecorded consoles out there in the murky, unreported world of 'Rest of the World'. Or in this case, a 'rest of the world' gobbling up 500k consoles a month of Wii production.