I, for one, am not surprised. If the PS2 still continued to sell well into the next generation of consoles, it wouldn't totally shock me.
I found out from this source,that the PS2 outsold the PSP last quarter by a margin of 400,000 units (PS2 sold 1.6 million, PSP managed to move 1.2 million). The PS2 also sold more than half the amount of consoles that the PS3 did. 1.6 million new PS2 games were sold in the last quarter.
With all these statistics, it makes me wonder why developers aren't really making PS2 games anymore. PS2 games are probably much cheaper to develop than current-gen games, and they'd be releasing them into a much bigger installed base. An installed base that's still growing, because PS2 sales are still going strong.
PS2 games are still technically being made, but most of them are simultaneous releases between the PS2 and current-gen consoles. Yearly games like Madden, Smackdown vs. Raw and Pro Evolution Soccer are common examples. Also, the new Lord of the Rings game, Aragorn's Quest, will be released on the PS3, Wii and PS2 along with the handhelds.
It might be too much to ask for developers to produce entirely new PS2-exclusive games from scratch, but there are other cool things they could do. For instance, they could port some popular, fun internet-based games to the PS2, much as they did with Alien Hominid years ago. One game like this I'd love to see would be Cave Story. That'd be amazing on the PS2. They already released it on the Wii, so bringing it to consoles isn't a new idea or anything.
Another thing they could do is to import some more Japanese or European releases to the States. Companies like Agetec have done a great job importing and translating Japanese games, but I'm sure there are other great titles out therethat we could get over here. I heard somewhere that roughly 70% of the games that are developed in Japan never make it to the States. There must be some more hidden gems over there that could sell decently and create some interest over here.
Finally, they could also port some more PSP games to the PS2, both newer and older games. For instance, even though it's now a 4-year old game, I'd love to have a PS2 port of Daxter. Despite its relative age, I could see Daxter selling pretty well on the PS2. It could create a whole new little stream of profit out of that game.
The same can be said for God of War: Chains of Olympus and Metal Gear Solid Portable Ops, among other games. These games are also a few years old now, so porting them to the PS2 probably wouldn't damage the PSP sales. Considering how many games have been either developed simultaneously for the PS2 and PSP, or games that have been ported in both directions, it wouldn't be that hard.
So, those are just my thoughts. I think the ideas above would be very cool, and I hope some game developers will look at the PS2's sales numbers and think the same thing. Overall, with its low price and amazing game library, I'm not surprised the PS2 is still going strong. It's still my console of choice, and I'm sure it will stay that way for quite a while, even if they never release a single new game for it ever again.