Unfortunately, both Rhythm Thief and Heroes of Ruin had bomba written so much, especially Rhythm Thief. No advertising, no pre-release hype. Just Theatrhythm had a bit of pre-release hype but no promotion at all IIRC, and it was always destined to do not good numbers, at least in its debut. I mean, Theatrhythm is a low budget spin-off. Great game, sure, but a low budget spin-off not advertised at all with a good source of revenue coming from DLC. Aaaand probably very low shipments ( on Amazon it's still sold out ) 50k would have been a good first month.
About the 3rd party Western situation, wait for KH as the first convincing seller after Sonic Generations, Skylanders and the various Lego titles. If that doesn't do good, it's time to worry, certainly those aren't the titles which can show 3DS' sales potential.