I agree with many of the earlier comments. I especially like the example of the World War II game with the German Helm of Wisdom +1. It just sounds wrong. It made me laugh! Fantasy lends itself to any rule you want. Current and historical settings make those kinds of game systems much harder. It can be done, but you have to find new ways of spinning it. The pure form of RPG rules doesn't translate to every setting. But if you look at something like GURPS, which has been used in a huge number of settings, it can work, but some just feel different.

Ultimately, and it's been said before, fantasy is easier to execute. You can usually make a better game if it's a fantasy setting. And good execution is what will sell your game. Deus Ex is really well executed, and will sell well because of it. I'm sure DX2 will sell very well, not because of it's setting, but because it's a very well executed RPG. Many times though, having the resources to execute an idea really well involves getting your publisher to green-light a nice budget, and you'll probably get a bigger one for fantasy because it has a larger audience.

The same can be said for other genres, like the current crop of "war-shooters". You see the ones set in WWII, like Medal of Honor or Battlefield 1942, being immensely more popular than the Vietnam ones or the modern day ones. The audience for those games is much larger for WWII, and you'll see that those are the ones that rise to the top in terms of quality and sales.