You have a point.They still use swords though.
And then if you want to get technical Ike could use axes (if you assume that he could have been given his final promotion, Vanguard, in Smash), however he never swings Urvan around.
The issue in that regard is that the character (Ike, Lucina) is never primarily associated with using an axe or lance for Ike or Lucina, respectively.
Lucina is always seen with the Parallel Falchion and Ike is always seen with a sword and later on (once he obtains it in the game) Ragnell.
Yes, Smash is known for not paying really any attention to canon, however, to see the lords use anything but their primary weapon (swords) and furthermore their signature weapons (Falchion, Parallel Falchion, Ragnell) would be something unusual to see.
Of course that entire thing becomes a little subjective, but in terms of lances I feel it would only be right for an FE character if they were wielded by a character who primarily used them in their games, i.e. Ephraim.
Robin of course is different in this regard since his weapons (Bronze, Levin swords, and tomes) are all common weapons in Awakening, but considering that he/she stands as more "general" representation of the franchise (that is, as a representation of the entire "tactician" idea, as opposed to just being a lord from one of the franchise's many continents), his case is a bit different from the lords.
IMO.
Then again, it's like asking why Link uses the Master Sword rather than the first sword he gets. It's just more iconic to the character and (though not important) more powerful than the standard sword.
I still think swords are awesome.