It's important to note that concept art is just that: concept art. It's the artists being creative and visualizing some ideas, but not all of it is ever seriously considered in the end. It's just brainstorming, but in art form. Most of it never enters the planning stages. Art books like these are just to show everything that they thought of, not necessarily everything they planned.
Breath of the Wild had concept art that involved Link wielding a guitar and riding a motorcycle, as well as an alien invasion. The motorcycle did eventually come back as the Master Cycle, but in a totally different context and aesthetic than it was originally conceived.
I think they made the right choice to go with Pauline in the more starring role. Her last prominent appearance was in Mario vs. Donkey Kong: March of the Minis on DS, and her appearance here was made very appropriate, whereas Rosalina might not have fit as well. And if any other character deserves another spotlight, it's Daisy, as to my knowledge she hasn't had a role outside of the spinoff/sports games since her initial appearance in Super Mario Land.
Ideally, we could get a Mario game with all the characters having prominent appearances. Wario and Waluigi also haven't had prominent appearances in a Mario game in a long while. Bring back Bowser Jr. and the Koopalings, too. A lot of these characters seem to exist primarily to populate the spinoff games, rather than do anything significant.
