Most of us are skeptical about the deal because of the way Ridley has been teased ever since Pyyrosphere reveal.
I mean, every NPC character we've seen so far has been presented in the same manner: the moment Sakurai reveals that character X is in the game, he immediately states that he/she's not going to be playable. There wasn't any stalling from Sakurai, he just went straight to the point.
Some of the anticipated newcomer playable characters, on the other hand, have been hinted ever so often for a long time, with no indication of said character's role in the game, if they even have one. Key example to this point would be Little Mac. We've been teased with the Boxing Ring stage ever since E3, and there was no mention of Little Mac. Some people, naturally, assumed Little Mac was a no go, as the Boxing Ring didn't seem to hail from Punch Out. Then, on February 13, he was announced as a playable character, and the Boxing Ring was confirmed to be his stage all along.
The same thing seems to apply to Ridley. Ever since Pyrosphere, there were hints here and there about Ridley, but no direct mention of him whatsoever. Even after being "confirmed" to be a boss, he was only seen as a shadow, and he wasn't even mentioned by name. In the same video Sakurai straightforwardly disconfirmed Saki, Samurai Goroh, Meowth, Ivysaur and Squirtle (?). Doesn't that raise even the slightest bit of suspicion to you?
NOTE: Palutena seems to be undergoing the same case, though things seem brighter for her than Ridley. Maybe being the goddess of light has more advantages than being a ruthless space dragon.
All in all, I may be right, and I may be wrong. Ridley hasn't exactly collapsed in terms of likelihood, but he's no longer that much of a lock anymore. So while some are sure of his inclusion, they also leave room for concern.