The Action Movie Adventures Hypothesis
So something I've noticed is that the Mario games are presented to the player as if they are playing an action movie adventure or tv series. That we as the players are meant to be viewing this game like we are playing a movie or tv show. So this is my Action Movie Adventures Hypothesis, no I am not calling it a theory outside of the tags for the SEO. The word theory for these type of things is overrated and misleading at times.
For starters in the Super Mario Bros. manual on page 2 in the Japanese Text you get this from the story section. "The Mario inside the TV is you. Only you can bring this adventure quest (expedition) to a conclusion." Translation from Legends Of Localization Website.
This is made further evident by the dialogue from the Koopalings defeat in the Japanese version sounding like cliffhangers. Or how the text from the ending of the game sounds like the conclusion to a series. But most notable is the text from the back of the Japanese Box saying "Mario and Luigi joined forces with the mysterious Dragon Yoshi, and their Action Movie Adventures facing Bowser's Army unfold. It continues on the SNES." Information the video Japanese Mario World is VERY Different - Region Break. It outright calls Super Mario Bros. 4 a series of Action Movie Adventures. Thus what I am saying is that these games are meant feel like we are playing a movies or tv shows.
This also could be used to explain Super Mario Bros. 3's aesthetic. Instead of interpreting SMB3 as an in universe stage play, it's actually meant to feel like we are playing out a stage play performance. This would allow also explain why SMB3 did indeed happen.
This would also explain things like Super Mario Sunshine level transitions seeming like a tv show, using terms like episode. It's meant to feel like you are playing episodes of a tv series. And a game like Super Mario 64 is meant to feel like you are playing a news broadcast.