Well Ridley was also only teased once in the Direct (unless we are counting his music playing over the King Kihunter Trophy).
What needs to be kept in mind as well is that Palutena was also teased elsewhere, like Ridley:
Palutena:
Ridley:
Certainly Palutena wasn't teased to the extent that Ridley was/is, but both of them were shown outside of the Direct and not mentioned directly by name, but still easily inferred.
Furthermore, Pyrosphere was shown on August 20th 2013, Ridley's Shadow was shown on April 8th 2014. Not only that, but they also showed (albeit not finished at the time) the FD version of Pyrosphere. If the basic version of Pyrosphere was having problems, why would they move on to the FD form, leaving the original stage unfinished? Furthermore, the time span between the first showing of Pyrosphere and first mention of Ridley is 12 days short of 8 months, a team as large as the one working on this iteration of Smash Bros. would not be taking almost 8 months to finish a boss hazard after the first time he was mentioned. If they had to take 8 months to just make progress on a single boss hazard, then this game wouldn't be coming out until 2024.