In my opinion, Japan's software tastes are different than the US'. In Japan, Brain Training isn't even near the biggest Board Game-type game as far as sales go. They seem to be more open as to games in that vein, i.e. casino games, Quiz games, board games, Puzzlers, brain games, etc.
The US does not seem to be as open to those types of games.
Also, the PSP's sales are good, but it's the software sales that are abominable. Almost as abominable as me. Now, it may be because of prohibitative pricing, or the fact that it has many more capabilities aside gaming, but if Sony were to create the content, people will come. Monster Hunter P proved that there is definitely a capability of PSP games to kick some ass in sales, but not many PSP games have had extremely solid ratings and have been popular enough to kick sales. MHP has been the only game there in a while capable of doing so. WE had a shot before word got out that it sucked. Sony needs to uncover some big guns there.
Whereas the DS has had big Nintendo title after big Nintendo title there, and Tamagotchi too! It's definitely appealing to a wider demographic besides 'regular' gamers. That's been a main strength in DS sales, and it is also apparent in the type of games that sell well on the DS.