To you, because he's your favorite character.
Others get tired of seeing nothing but him as the final boss of nearly every game under the sun. It's fine to be the main villain, but not to be the only villain.
Take Spongebob for example. Plankton is generally regarded as the main villain of that series, but there's a game in which the Flying Dutchman is the final boss. There's been other final bosses in those games too. Now those are pretty minor games, but even the show has different episodes with different antagonists.
And as far as Nintendo is concerned, Donkey Kong and Zelda seem to get away with it. So why can't Mario?