Totally different situations.
Roy is a veteran. Lucina wasn't even planned to be a separate character, but a Marth alt.
The choice was between Chrom and Robin, the two protagonists of FEA. He wanted to pick a single protagonist from the game and, considering Marth and Ike were already planned for the game, he went with the character that would stand out more.
It was either:
1. Marth, Ike, Chrom - Blue-haired swordsman #1, blue-haired swordsman #2, blue-haired swordsman #3
2. Marth, Ike, Robin - Blue-haired swordsman #1, blue-haired swordsman #2, white-haired magic knight with selectable gender (and hair-colors)
The latter sounds objectively more appealing, as it shows FE is more than just blue-haired sword guys. At the same time, it also covers other aspects of the franchise the other two don't.
Plus, Roy has t3h ph1r3. Does Chrom have t3h ph13?
You can still hope for a Chrom costume set for a Mii Sword Fighter.
Along with Roy as a DLC character.