I think you're wrong. The first game that Mario was in was Donkey Kong, where he was curiously known as "Jumpman". The objective of the game was to traverse a building site, reaching the top and rescuing Mario's girlfriend Pauline from the big ape beast called Donkey Kong. Also, at the end of Super Mario World Princess Toadstool gives Mario a kiss. Mario goes bright red, and then some fireworks go off, the last one in the shape of a big love heart. If you look at the subtext of this scene, it's obvious that the Princess just thinks of Mario as a friend and hero, whereas Mario has some deep feeling for the Princess that he daren't speak out about for fear that their firm friendship will be destroyed forever. See, Mario is far better than Sonic because his games are far deeper. Whereas Sonic "has a girlfriend", Mario "has an awkward love situation where he can't admit his feelings, be it because of his duty as Mushroom kingdom's hero or because a big ape has stolen his chick". QED
i've been in love with sonic since i was in junior school, in fact...even infant school i adored him! i still do! he's my blue spiky hero