Haven't you made this thread...like several times already?
Anyway, the reason people focus on Mario more is because he's the mascot for Nintendo. The mascot should at least convey some sort of personality as he is representing the entire company. Back in the day, this was no problem because of hardware limitations, but that problem is gone. And, as it has been said many times, it's been seen that other characters around Mario have been given loads of personality, Luigi being probably the best example. In the end, when you make characters more interesting and have more personality over the main one, then you'll wish you were playing as that character instead.
Take the original Halo Trilogy for example, all the people around Master Chief had way more personality than the Chief did, and I don't know about you, but I'd rather of played as Sgt. Johnson than Master Chief based on the original trilogy. The new Halo's are working on that now though, with Chief showing at least some personality.
Hell, Link even shows personality nowadays, way more than Mario. The games in which Link had the most emotional expressions were Wind Waker and it's sequels. So if Link, Luigi, and others can do it, then why can't Mario, Nintendo's mascot show more emotion? It doesn't even have to be complex, he could show things like worry, fear, pain, etc. But instead you're running through the Mushroom Kingdom, killing everything around you, with a smile on your face. You do not see how that can be seen as wrong?
Heck, you bring up the Mario RPGs, which show that Mario actually has a personality, yet those are too far and in between.
My main point is, no I don't believe that Nintendo characters have no personality, nor have I ever seen anyone claim that. What, I, and many others, have claimed is that Mario has no personality and at this point it feels better to play as other characters around Mario because they at least don't feel like blank-faced robots.