For those who don't feel like reading Fire Emblem hogwash, skip this post.
About Fire Emblem, I think the main reason people cling to other characters is mainly because people want something other than Chrom. Especially on Smashboards. I see it here more than anything else.
Anna only just became playable and is an optional character, too. That doesn't exactly give much to her merit or all-star status (?). Chrom has the perfect merit and an all-star status, is the main character of the best selling FE game, the most recent and popular game, and actually has material to draw from. Mascot is Mascot, but Mascots aren't always the all-stars. That's like instead of having Rise Kujikawa as a playable character in Persona Ultimax, we got Jack Frost every single game and spinoff. I love Jack Frost, but it would get old. Fast.
And sometimes even the Mascots are slightly obscure compared to the actual characters. More people would recognize Chrom then Anna. He'd represent a game better than Anna, whose constant appearances as a recurring character are just that. She's never had a major role, and her unit status isn't even required. She shouldn't hold much merit over others. Or would we all like Nurse Joy as playable instead seeing how she appears in every Pokemon mainline game, unlike Pikachu, Lucario, Charizard, Pichu, Jigglypuff, Ivysaur, Squirtle, Mewtwo and Greninja, who are far more recognizable but haven't appeared in every Pokemon game?
Main Point: Appearances < Importance to general plot, story, series, etc, especially in Fire Emblem. Optional characters/recurring characters don't take importance or value as much as the playable characters.
Marth = The original Lord. Contributes to being iconic and attains status as the first.
Ike = Popular American Lord. At least until Chrom came around, Ike was a well liked Lord, especially in America.
Roy = Popular Lord who bridged the game generation gap as the first "modern" Lord (from GBA era which got three games). Unintentional recency/advertisement bonus.
I'll admit Anna has merit, but she's not getting in above a Lord or Tactician.