The difference is villains have a different playstyle and approach from the rest of the roster. Having or not having female or male anatomy doesn't effect anything in Smash.
Bowser, Mewtwo, and Ganondorf in Melee are so drastically different from their style that it's hard not to see, and that's in a large part because they're villains.
Bowser's moves are pretty cheesy yet strong.
Mewtwo has a powerful psychic style that makes him immediately stand out on the roster.
Ganondorf's attacks are STRONG and BRUTAL, and they even look and feel STRONG and BRUTAL.
Then anti-heroes like Meta Knight and Wolf are in a similar vein.
Meta Knight is basically "I won't stop landing moves" the character. He's ferocious with his offense. He attacks and attacks and attacks.
Wolf is like an animal where he essentially hunts down enemies with his attacks. He's very beast-like in that sense.
Wario's sinister style of fighting is similarly visible in his use of disgusting tactics such as pulling out a bike and riding over foes, throwing a bike at foes, biting, and farting, all of which are generally "no no's" in fights.
King Dedede is another anti-hero who has a humorous yet powerful style that makes him unlike any smash character.
Bowser Jr. appears to be the cowardly villain trope by hiding in his clown car to fight, which yes, that's a real thing. He's also the villain mecha trope.
Dark Pit, an anti-hero, will essentially with his style be a Pit with a more angry style of fighting.
(yes, the "angry style of fighting" does impact gameplay)
It's not hard to imagine villains like Ridley, K. Rool, etc. functioning in a similar way that are unique.
Of course if people like you Arc actually played Smash games and contrasted the villain and anti-hero characters from the rest of the roster you'd understand this...