You should have specified that you are talking about ALL albums EXO has sold SINCE DEBUT vs one SHINee Arena Tour.
Since acc to Gaon EXO sold roughly 3.5 Million Albums since debut (missing like about a month of numbers but alas). 3.5*10 USD per album (that's what it is in Seoul you can't go by online prices cause they put a lot of money on it for self-profit)= 35 Mio USD.
SHINee's last hall + Arena Tour was, according to articles, 200k attendees. Considering they cut the arena tour short cause they added Tokyo Dome as an encore make that 310k (simply adding TD..55k*2). One ticket is approx 90$. 310k*90 = approx 28 Mio USD. Add to that merch (which we don't have the official numbers for) and you really might end up at about the same as EXO's album sales (so 35 Mio USD).
So if you had made all albums vs. one tour clear, then yes, that would be true.
But then that isn't profit... net profit for albums (the money that SM/EXO are able to keep after subtracting all expenses made for the album release) is WAAAAY lower than that of concerts. Since you have to pay royalties to all Composers/Lyricrists, pay the whole design of the album, pay for promotion, pay for the album to be produced, some of the money goes to the retailers etc. In the end what is left of those 10$ is maybe, 1$? While with concerts, yes, you have to pay venue rent, production, costumes, but that's it. New choreographies are by in-house choreographers (Jaewon etc) so no new extra expenses there cause the way I know they have a fixed salary. I don't know the exact numbers but I'd guess around 30-40%? would be net profit. Which is more than with CDs. So in the end the hall/arena tour + dome concerts made more profit than all of exo's album sales after all.
There is a reason people say the concerts are where the money's at.
That said if EXO were to tour Japan then yes, they have potential to rake in a LOT of money, so yes EXO are getting the support they get cause they are potential cash cows. SM sees album sales as a reflection of the number of fans and then they do the maths and assume that maybe half of them would attend a concert if there was one in their area and then they see the potential and the $$$. But as it is if you look at EXO's album sales in a year that doesn't bring in nearly as much profit as one SHINee Arena Tour (which they do once a year).
Just wanted to set that straight cause the way you worded it might have been misunderstood by people as 1 EXO album = as much cash as one arena tour of SHINee. Which isn't what you meant I assume, but it's what it sounded like to others, probably.