They don't? They don't have the traditional Super Mario World music?
The reason Luigi looks different than Mario is this:
When the original Super Mario World (and Super Mario Bros. 3) was made, the programmers didn't make Luigi look different than Mario. He was simply a carbon-copy of Mario, using the exact same pixels and graphcs that Mario had... The only difference was that his outfit was green.
For the new Super Mario World: Super Mario Advance 2, the programmers wanted to make Luigi look like he is supposed to look: tall, thin, different-shaped moustache, green outfit... That's why he looks the way he does in that game!
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"Bwa ha ha! Guess who it is, loyal Mario fans...
It is I, King Bowser... ruler of all Koopas, big and small. I have come to take over the Mushroom Kingdom (no, not the place...I mean the WEB SITE!)! Deezer, you will surrender your troops to me, or else you will never see your precious Mario again! Bwa ha ha ha ha ha ha ha ha ha!"