Quite the contrary. Marathon got hundreds of millions in cash because the shooter genre was making billions (at the time) so for them it was worth the gamble even if they lost. Two shooters were making billions at the time Marathon began pre-production (Fortnite and Destiny). Only two other live-service AAA shooters have made back their budgets (Apex Legends and The Division). Most live-action shooters generated huge losses; even Destiny wasn't doing great anymore by the time Sony acquired Bungie. Sony itself had a horrendous track record with live-service games (of any genre). Other than Final Fantasy Online they have no profitable live-service games developed internally (Destiny and Helldivers are both acquisitions).
But the RTS genre is not making nearly enough money to justify Marathon levels of gambling on new IPs.
We agree on the first half of that statement, but (a) RTS games don't need Marathon levels of gambling to be successful and (b) live-service shooters also aren't worth the gamble of Marathon levels of spending. Tempest Rising cost less than $10 million to develop, which is less than 1/25th of what Marathon cost. Starcraft 2, the most expensive RTS of all time, cost about $150 million (in today's dollars) and made that back in its first month and made at least $240 million in revenue before going free-to-play. COH3 cost somewhere between $25m and $50m, and earned approximately $50m in sales but also received significant tax incentives in Canada, for a modest profit. On the AA front, Iron Harvest cost approximately $5 million and grossed $15m ($10m going to the studio), for a 100% profit. Similarly, Zerospace has grossed over $5 million on a $2.5m budget.
Meanwhile, Fortnite, Destiny, Marathon, and Apex Legend revenues have all been trending downhill for several years. All of the studios behind these games have had sizable layoffs. Sony has lost more on Marathon alone than every AA and AAA RTS game's development budget in the last decade. To put it bluntly: the era of the live-service shooter is almost as dead as the RTS era. Fortnite is the only thing keeping the genre alive.
Objectively speaking, if the goal is to make a profit, RTSs are a lower risk than shooters. If the goal is to lose money, make a live-action shooter.