Lyn is by no means more popular than Marth or Ike (who is, to answer your question, the star of the GCN game Path of Radiance and co-star of the Wii game Radiant Dawn). They're two of Fire Emblem's three most popular characters (with the third being Sigurd), and both are far more important to the series than her. Those two are the only two recurring Lords in the series, with both starring in two games already and Marth set to star in a third in the coming future. In addition, Marth was Fire Emblem's first Lord, the character who started the series, and was the star of its brief animated series - you don't get any more important to the series than him. There was never any chance of Lyn being playable over either of them.
As for Roy, he was an advertisement; his game came out four months after Melee in Japan, so he was thrown in to help market it. Thats why hes probably not returning - he has no reason to now that he can't fill that role.
Lyn would have been a great playable character, but to be perfectly honest, it was never likely, especially with her popularity mostly confined to the US. Assist Trophy suits her just fine, and at least allows her to be in the game.
Zevox
