Ridley and Chrom both are challenging design-wise. Chrom is challenging because he seems very bland; even after playing through the game Sakurai couldn't really work with him, and instead chose Robin (who I have to say was the better option, as Robin of course can mage whereas I believe Chrom can only spear and sword). Chrom wouldn't really have had an interesting playstyle had he been added, if we take Sakurai's view on him into account, and that is exactly why he isn't in the game.
And look at all the new fighters that have been added! A lot of them have very interesting gimmicks that define their playstyle. Little Mac is a walking gimmick with being entirely ground-based and has an extra KO punch gimmick to boot. Rosalina can fight by proxy, and could potentially wombo-combo all by herself. Robin's weaponry breaks after a certain amount of uses, which requires the player to manage all of that. Palutena has insane range with a lot of her attacks. Mega Man is projectile based. Playing Shulk optimally will require micromanagement of his Monado arts. Of course, I'm probably biased because I don't know Chrom that well.
Ridley, on the other hand, is challenging because of what he is represented as in the games. He is a lightning bruiser, fast AND powerful, while being able to take many hits. This is of course hard to balance, or at least harder than most other characters. However, in terms of potential he could make it very far very easily. As has been said before, he could be made into an air-based grappler. What he might lack in speed could be supplemented with one or more fast ramming attacks. To balance him out, his ground play could be nerfed through lowered movement speed and with overall clumsier and clunkier attacks. His movepool contains claw attacks, grab attacks, plasma breath, tail pogo, self buffs. Like I said, potential galore. And he could fly! If that isn't a playstyle-defining gimmick, then you've been drinking splounge water and should probably stop doing that this instant.
Y'know, I'm probably gonna try my hand at building a moveset for him, with customs and all.