Super Mario Is An Actor?
There's one thing you could notice is that Super Mario Bros. 2 (which was a remake of Doki Doki Panic) and Super Mario Bros. 3 had formats similar to stage performances. You could notice that many elements in Super Mario just feel out of hand with reality and that everyone's a theatrical troupe.
Let's get real, shall we? Super Mario Bros. 3 the NES edition prior to the Super Nintendo remake in the Super Mario All Stars cartridge showed shadows where they shouldn't be cast. It looked like a theatrical set. What made it into the remake was the Exit Stage Right. You can't deny that it looked like a play and Shigeru Miyamoto confirmed it's a play. I guess it's a storytelling method or two, all the Mario games are just stage plays and props.
The way the Super Mario games happen tend not to connect with each other for most of the time. A good example is that not only is Bowser killed over and over again (and his returns have no explanation whatsoever) but also how some events may prove not to be canon. There may never be a Super Mario timeline to begin with. Super Mario Bros., Super Mario Bros. The Lost Levels and Super Mario Bros. 3 looked like they weren't even connected. Later Mario games would feel like they had nothing to do with each other. They're probably reboot after reboot. One could think of most of the games to be loosely connected... maybe except for Yoshi's Island and Super Mario World. But maybe Super Mario World can be viewed as its own continuity.
Pretty much, that may be proof Mario and friends would be a theatrical troupe. They would be telling a story in the form of a play or TV show to entertain the players.