Personally, think it's a poor show from Charlton Athletic fans - if only because they like to see themselves as a sleeping giant, just because they had a huge grass bank allowing them to get 60,000-75,000 when they played the likes of Arsenal.
Back when London had huge working class communities, all London clubs could get big crowds. Millwall used to get 30-45,000 in the Second and Third Division (South) between the wars when the Millwall and Surrey docks were at their peak.
When Millwall sold 47,349 for the Auto-Windscreens Shield v Wigan Athletic in 1999 it was a reflection of that past. It was Millwall first official visit to Wembley (we had made a War time FA Cup final) and everyone connected with the club and area went.
Same when Millwall sold 49,661 for the League One Play-Off Final - our first visit to the new Wembley and our first ever Play-Off Final match.
Both of those attendances are a record for one club at both the old and new Wembley BTW - lucky we played clubs that sent back so many tickets!
So, I'm actually surprised that Charlton took until Thursday to sell 39,000 tickets - given their belief they are a 'sleeping giant' and certainly far bigger than Millwall. Especially as it's their first visit to the new Wembley, their first Play-Off Final in 21 years and against Sunderland, a huge club at L1 level.
As said, Sunderland selling 40,000 for a mickey mouse cup and then nearly the same for a L1 playoff is immense. London clubs are never tested in that way. We played you lot at Old Trafford for a FA Cup Semi-Final. You could only buy a ticket if you were a member of the Millwall Supporters' Club - 24,000 people signed up and therefore we had an empty upper tier. That's probably a fair reflection of our 'true' active support if you like. But, if we had to play a L1 Play-Off Final a month or two later at Old Trafford after that Semi-Final I reckon we would have taken about 18-20,000.
The people of Sunderland support their club superbly and you should be very proud IMO.