I can't find it, maybe I'm just crazy.
But I don't see why they would switch up the order on the site. It's not reveal order, which is what I initially thought when Sheik came first. It's also worth noting Zelda was the sole regular newcomer not shown off at the reveal.
After Zelda it's Dr. Mario, who was an unlockable character in Melee. And it continues with Melee's unlockables until we get into Brawl's starting roster (until we get to Sonic, who was also unlockable).