It doesn't matter where anybody is revealed. Technology makes it irrelevant. News of ANY CHARACTER being revealed will reach anybody who cares within seconds.
Roy revealed at FE Concert (which I believe is a regular thing)? Within seconds, the news will be on Facebook, Twitter, Youtube, IGN, Kotaku...sources anybody who cares will have access to. It'd be one thing if the internet didn't exist, and information traveled by word of mouth. But you guys are acting like the information won't get out. It would, within seconds.
In my opinion, it just doesn't matter. I think it's more that people want Roy revealed on Sunday, so they won't think of any other plausible scenario. Yeah, Roy could be revealed Sunday. But now suddenly it's, "WHAT. THERE'S NO WAY HE COULD BE REVEALED A MONTH FROM NOW". Even though that was the idea when Sakurai's presentation at the concert was first announced.
Let's think past what we want shall we? Roy is already practically guaranteed to be in based on those sound files. If Ryu gets revealed, it gives even more evidence to Roy coming back. I don't really get why Roy needs to be revealed at E3.
EDIT: Robin and Lucina were revealed in a video stream on the Smash Bros. site. Sure, it was announced that there would be a character, but that's about as minor as it gets. Then, it spread from media outlet to media outlet. Shulk was revealed in a region exclusive Direct. It's happened before, and it can happen again.