G&W was WTF Retro compared to everyone else in Melee. All the other characters were aesthetically 3D and came from franchises that each followed a specific formula of game structure. They all had factors in common, whereas G&W truly was the oddball. Sure, he's not out of place by any means because he's 100% Nintendo, but you cannot argue that if any character on the Melee roster should be considered "wtf?" it would be him. Now, he's essential to Smash Bros. so his wtf status has diminished.
Come Brawl, everyone still fit that "3D formula" bill (it's really hard to explain that, but I hope you understand), and while two characters were third party, they still fit in aesthetically and formulaically. They each come from game series that are known for consistency. Consistency in a video game franchise means the franchise is (or was) ongoing and successful for its time. The faces of those franchises gain popularity and appear as playable characters in Smash Bros, Snake and Sonic included.
R.O.B. was the WTF Retro character of Brawl because he debuted as a toyccessory to the Famicom/NES, not as a video game character (though that can be argued considering you played with/as R.O.B. in the bundled games he contained). Regardless, he's never really been known as a video game character, let alone one who originated from or represented an ongoing series. He has cameoed here and there, but he's still just been part of old Nintendo history. He was just as, if not more WTF worthy than G&W (despite being entirely relevant since he's 100% Nintendo) because of his differing origins. A contemporary equivalent would be like Nintendo adding [forgive me, I forget his name] that video game superhero character that debuted at E3 2012. Or even more WTF, if Sony added Kevin Butler to PSASBR (had he not ruined his contract with them).
Get it?