Mario's not the best example, say, like Sonic the hedgehog. The tiles of the first zone (emerald hill) and sprites of Dr Robotnik and Sonic didin't at least change until the third game, due to a change in the art style of thier official artwork, OR that is until the artist who made that drawing style and abandoned ship when the games came out.
It's all about keeping up with the reference art when making a sprite. I've done at least several attempts to make a decent art style out of anime but I found out it's a little harder to attempt without an art book, but that's not the case.
Mario's sprite only changes because of the scenarios depend on the style on which he's in. SMB2USA's sprites shared the SMB3 style, but still looked diffrent. Again, it's all about the artist who makes the concepts, the artwork, and of course the sprite ref to the spriters. I can say, spriting without paint or some form of art program leaves you in a cinch and now you are stuck starving inbetween the mother hawk and the eggs that look like they are hatching and you want the eggs and you don't want to upset the mother because she is nearby.
Okay, that was an exaggeration, but let's say without reference art and theme, the sprite and style's gonna look out of place, belive me.