How many times do you think you've heard the words "The princess is in another castle?"
Also don't you think after letting Peach get kidnapped so many times you should improve castle security, I mean bowser is a fucking dragon and the princess is constanly captured because you guys, in the mushroom kingdom try to defend her with what. Guns, cannons, a fortress or what about a well trained army? No you use people with toadstools on their heads.
Basically what I'm saying Mario, is why bother to save her? She's just going to get caught again.
Besides there's always Daisy.