I've been wondering about that since that video was first shown. I can't believe I forgot to add it to my questions list for E4A. But anyway, here's what we do know:
1) Rolling does not directly take you off a ledge, at least for "solid" platforms (i.e. the bottom of the stage where you can grab the edge). We know this because in the video where the translator guy is demo'ing the game, Samus rolls back toward the edge of the stage while waiting to use the Final Smash and does not roll off, even though they were right at the edge - it just stops the roll back like it does in Melee. But perhaps it is different on drop-through platforms - anyone seen anyone in a video trying to roll off the edge of a drop-through platform and it stopping them from moving past the edge of it?
2) This isn't a normal roll Pikachu does here - its a recovery roll (pressing a direction after landing on the ground when hurt). You can see this if you watch the video closely. Here's a clip of it slowed down:
Notice how Pikachu clearly lands on his back, then rolls back to his feet. It also appears the roll has actually ended before Pikachu hits the edge of the platform, HOWEVER, for some reason has continued backwards momentum after the dodge, complete with dust clouds, that carries Pikachu past the edge of the platform and off it. Very similar looking to a backwards Wavedash, which we know can't be done, but if this wasn't just a glitch, it would seem there is a way to carry over momentum after rolling to your feet in the recovery roll.
Perhaps this is related to the video we see with Sonic rolling back toward the edge (the second part of the demo video with the translater guy) and after the roll is over, he suddenly flies backwards a bit and grabs the edge. There may be some way to carry over momentum from rolls in general, or again, this could be an unrelated glitch.