As far as why BTFW didn't get the big push that Luna Park did, I'd imagine there's a few reasons for that. THE FOLLOWING IS COMPLETE CONJECTURE:
I wonder if maybe DT weren't a little burnt by Luna Park. They spent a lot of money filming the show professionally over two nights with all those HD cameras. They even went with a limited theatrical release. Over The Edge were supposed to be making the release really special, with tons of extra features. I have no idea what went wrong along the way, but the finished product was 1.) delayed way too long, not released until DT12 was already out 2.) flawed in terms of the audio and video syncing and 3.) pretty much vapid of extra content. Plus, 4.) I suspect the theatrical release didn't do too well.
At the end of the day, it seems like DT put a lot of time and work into making Luna Park special, and I do wonder if all of it paid off. At the end of the day, how many people bought Luna Park that hadn't bought Score, Live at Budokan, and all their other DVDs? Why put so much more effort into something, when that work is not really going to affect sales figures? I would like to see a comparison of the sales figures for Luna Park and Breaking the Fourth Wall. I would be willing to bet that Breaking the Fourth Wall sold about the same as Luna Park, even without all that pomp and circumstance. Plus, fan reaction to BTFW has been just as good, if not better, than it was for Luna Park.