Batter/Runner Misses First

[Blue37]

Bases loaded, two outs. Batter hits slow roller to second and beats the throw to first, but steps over the base without touching it. The throw is wild and bounces off the block wall of the equipment room back toward first. The runner makes no attempt for second and has not began his return to first when the first baseman picks up the ball and steps on first saying the runner missed the bag. The runner is called out on appeal.

Does the run count?