What I meant by the question is that if only a small percentage of consumers actually go online (some here have asserted it's as little as 5-10%), is it worth the investment in functionality and infrastructure to support online play?
Those who stay in single player (the 90-95%, and I'm pretty trusting of that figure as well) are also far less likely to participate in the community by modding and talking on the forums. In this sense, I feel a significant part of creating a good experience is to foster a good online community, because even if the 90% don't participate actively in it, many will reap the rewards of custom content that the online community will generate.
You will also never get a game as big as something like Starcraft or CounterStrike if you neglect multi player. Blizzard put in the hard yards with SC improving it for 7ish years before it became what it is today, but if there hadn't been an online community to build around I doubt they could have patched in multiplayer 1 year on and still had a playerbase to talk to.
As for why so many don't go online, I think DG actually does a good job of being noob friendly, which is exactly what traditional RTS isn't. A noob can jump into a DG game and have a rough game, but I wouldn't describe it as "heart crushing" or stressful when losing a game of DG. Playing ranked 1v1 DoW2 for example is the complete opposite, I focus 100% on what I'm doing, I don't listen to music, I lock my room so people can't distract me, I turn off IM, and I'm frequently mentally and physically exhausted at the end of a tight game. This doesn't appeal to a lot of people, they try their first RTS online (pick any of them) and come up against someone who plays to win and lose ALL their their stuff and are steamrolled for their first 10-20 games.
It takes time and effort to get good enough to compete and this just isn't what most gamers want. I think DG does a great job at lowering the entrance bar enough that you can jump into a game and within maybe 2-3 games you would be proficient enough to contribute, which is a far cry from losing 500 - 0 for your first 20 games of DoW/CoH.
Then there's the fact that all the RTS junkies move from game to game (except the SC/War3 crowds) so everytime you start playing a new game, you're are going to be coming up against the same people with the same micro skills to kick your ass from day 1.
Basically if you like the idea of online RTS go play Starcraft for 6 months so you are pushed to get good at controlling units, critical thinking, proper strategising, macro/micro etc. and then you'll be able to jump into any game and be moderately/very good at it. 90-95% of people don't want to do this, and so they stay in SP, and who can blame them really...online RTS is about 100x less forgiving than online FPS where everyone can contribute a bit (CS/TF2) within a few hours of play.