This is certainly a conflicting issue for FE fans but it makes sense. As much as their fans won't like me saying this, it's extremely unlikely that Chrom or Lucina will ever star in another game. It's pretty safe to say that the Avatar/Robin will be back for future installments but his/her appearance may change in time. Ike's back because he's the only FE lord to star in more than one but that's only because the Radiant saga is essentially two parts. Given how Roy was playable in Melee, I was certain that Chrom was going to make it into the roster, only to later be cut in SSB5. I feel it's safe to say that Lucina's in the same boat. Most of us here pictured her as a semiclone at best (although I honesty thought she was going to be in the first round of DLC) so this outcome isn't the least bit surprising. This outcome, however, already makes her extremely expendable but I feel like that's what the developers intended all along.
As Sakurai said around this time last year, cuts are going to keep happening because it's a bit of a hassle to bring everyone back with each new installment. With all the newcomers so far being fairly unique, I imagine the decision would have been rather difficult but characters like Lucina vastly simplify this issue. Brawl saw Roy, Young Link, Dr. Mario, and Pichu get dropped because of their characteristics and I wouldn't be surprised at all if Sakurai and his team deliberately add characters to this roster just to make that eventual decision easier to make. Some clones, like Falco and Ganondorf, may find themselves getting "promotions" in the next installment to further differentiate them from their counterparts but I imagine that this will be a one time affair for most of the new clones that make their premiere in this game. Dark Pit, Bowser Jr, and Toon Zelda seem like potential clone candidates at this point. Although I imagine that their fans aren't thrilled to death by this prospect, it's a compromise they'll likely have to accept if they make the cut. Again, some of these characters may wind up becoming Smash staples but I seriously doubt Lucina is going to be one of them. Like Roy, I suggest her fans enjoy her while she's still around and appreciate that she became playable to begin with.
I have to say that I feel for Chrom fans but, at the same time, I feel that this was the better outcome in the long run. Based on what I said, Chrom probably wasn't likely to return in SSB5 so, instead of people getting attached to him for 6-7 years, they made him part of Robin's final smash. It sucks now (especially with so many Robin fans gloating at the moment) but it's unlikely that Chrom is going to outright disappear after this game. He'll be back in SMT X FE and he and Lucina too will likely be DLC in future FE games. Instead of getting Roy'd, he got a spot that was ever more prestigious than an assist trophy, which you have to admit is pretty cool.