I say this because Vanquish was designed SPECIFICALLY with western audiences in mind. It was a third-person shooter. Cover based. Great boss battles. Tried to have a more 'American' lead character. While Bayonetta was a character action game with a crazy nuts female character, a thick coating of 'Japanese' flavor, and definitely more strange overall. I'm not sure which game Platinum was expecting to sell more, but I think it's interesting Bayonetta has outperformed Vanquish. Both games were marketed rather poorly by Sega, so I'm not sure that's the difference. Both games also reviewed high, with 8's and 9's across the board.
So what made the difference?