Kirby: He's now really seen as a handheld fit character. He's had Canvas Curse, Squeak Squad, and Super Star Ultra, all for the DS. Outside Crystal Shards and Dream Course, all of his games are incredibly built for modern day handhelds.
Yoshi: He'll be appearing in Super Mario Galaxy 2. And again, he's being seen as a platformer character and a handheld one. He was in Super Mario 64 DS and Yoshi's Story DS. He's also more of a "supporting cast" for Mario, since he's only had Yoshi's Story games but appears in every Mario Party, Kart, Baseball, whatever.
Donkey Kong: DK64 was developed by Rare, and although DK is trademarked by Nintendo, they're not gonna have the success that Rare did (Rare is now owned by Microsoft, which is why Goldeneye, Perfect Dark, DK64, and Banjo-Kazooie games aren't on the VC). He's also in practically any Mario game with multiple characters (Mario Kart, Party, Strikers, whatever). And he does have Donkey Kong Barrel Blast for the Wii
Star Fox: I made a thread about this earlier. It just hasn't been a priority most likely, since other been name titles (Metroid, Super Mario) have been enormously successful. And Flight Action games aren't exactly a popular genre.
F-Zero: The GC version didn't do great, and Mario Kart became a far more successful racer. It's just a declining franchise.