The reason there are no such locable, iconic, NEW characters is very, very simple.
Nobody makes them.
We have some who are kind of iconic in a different way (as post above me said, Ezio jumps to mind) but no franchise icons on the same level as the old Nintendo cast.
Edit: To be fair, there has been a few attempts to make new icons in the new generation. LittleBigPlanet's Sackboy never quite got there, but it felt like that's what they were aiming for. Just not enough attempts.