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For how much Sonic tries harder to have more plot than Mario, I'd say Mario's world does come off as more... developed (or is it diverse)? Even if discounting the MRPGs, it did better to have have a more even cut between humanity and monsters/anthros/whatever than the Sonic games (which bounce to the extremes of Eggman being the token human in an apparently fluffy world and Sonic's posse being the only anthros in a human world). Koopas and other Mario species have both heroic and villainous characters. The closest Sonic has to that is the echidnas.
I believe part of how Mario has gotten away with its ever enlarging cast (as opposed to Sonic's "garbage friends" as they're called) is that it's done better to establish it's a big world. As odd as it might be to say, I ask if Sonic wouldn't have this problem if the games bothered to have more joe six pack anthro side characters who might or might not be one of an established character's species. Kind of what Boom does actually. And now Forces. So, good job on that second one Sonic Team?