Only people who misconstrue and exaggerate his feats rate him so highly.
Even going with the logic that he escapes because the Warp Star travels at warp speed while the beams are travelling at the speed of light (which they definitely weren't), there are still other characters who had means of surviving.
Off the top of my head:
: He legit repelled the beams in the trailer itself, the only reason he gets hit is because he randomly loses his footing. Repelling those beams is also consistent with what we already know of Breath of the Wild Link from that game, because it's canon that Link can repel ridiculous amounts of force such as the Guardian beams with even just a pot lid. So Link getting hit was just an arbitrary animation choice. He wouldn't have escaped, but he wouldn't have needed to, since not all of the beams were targeting him and there was a finite amount of them.
: He's outrun black holes before for an elongated amount of time, and even without that, he has amazing reflexes so he would be capable of side stepping out of the way of all of the beams (you literally side step beams of light all of the time in actual Sonic gameplay). To be fair though, they at least explained this one by having him slow down to try and save Pikachu, so I'm actually OK with it as it's appropriate characterisation. Sonic is an arrogant cocky boi but he has a selfless heart of gold deep down which is the best way to portray him.
: Warps on a regular basis, it was literally how she made her entrance in Super Mario Galaxy, warping in alongside a majestic plateau. It was also her dodge animation in Smash Wii U/3DS (which they've changed for Ultimate but that's for balancing reasons). Also, her Smash Wii U/3DS trailer literally featured her outmaneuvering Kirby and knocking him off his Warp Star. Her amiibo bio literally describes her as being capable of "defending the cosmos against any and all threats" and her gown has a literal universe inside of it. If anything, she should have been able to save a few other characters too, at the least.
: Also can warp.
Also like I mentioned for Rosalina, Kirby himself should have at least been able to take a couple of more characters with him.
So yeah it's just completely arbitrary Sakurai bias that Kirby is the only one.