Well, in reference to that point - why don't we say "Link" games rather than "Zelda", then? After all, he is the
main protagonist... some games, she's not even in!
On a more serious note, though...just as 'Plummer Man' is actually "Mario", why can't 'Donkey Kong' just be "King Kong" whose name had to be changed due to copyright laws?
I highly doubt it's the
same Kong - would you really invite the (evil) guy who kidnapped one of your girlfriends to ride go-karts with you?
I'm more thinking, the developers were like, "We have this giant monkey, let's take this idea, make him good, and run with it" more than it was a "man, let's spin this off the Mario game, but have the universes still be vaguely connected", y'know?