Sakurai literally said in his most recent book non-video game characters will not be in Smash and namedropped Goku.
I can see where he's coming from: There are too many icons if you start allowing non-video game characters. Even at Smash's start you had characters like Popeye, James Bond and Harry Potter (Nintendo did offer to buy his video game rights from JK Rowling, the rights instead went to EA / Warner likely because they could much more readily go multi-plat. Don't blame Rowling for that position though, that's reasonable). Even Doraemon, who appeared with Bond in the old poll from the N64 days.
And that's before getting into characters that have become famous / iconic since. A lot of anime / manga icons are post-Smash 64 (especially shonen ones. Naruto, Luffy, Yugi, Saitama and even Kirito depending on how you see his fame), and the Cinematic Universe boom has given loads of superheroes a massively improved standing.
Still, I think we'll get 4th parties eventually. But that's way down the line, when Sakurai's retired and obvious video game icons have started to dwindle. And any 4th party rep would, IMO, have to be limited to two factors: A) Nintendo console appearance, and B) Having had major positive impact on the gaming industry for at least 20-30 years (like 2-3 great games over that time span) to hinder the floodgates. EDIT: And limit their numbers significantly. And when it comes to 4th parties, one needs to be super-clear on the rules for them.
So again, I can see where he's coming from.
Hellboy is in Mortal Kombat
Quick correction, Hellboy got into Injustice 2, MK's sister series about a more dystopic DC universe. Mortal Kombat's generally the host to horror movie icons (Freddy Krueger, Jason Vorhees, Alien / Predator etc.) as well as Spawn being confirmed as DLC for 11 (Terminator and Ash from the Evil Dead being heavily rumored by Shang Tsung's DLC trailer).