Kylie from Partners In Time is surprisingly back in this game, however she doesn't remember having met the Mario Bros. in the past, it's kinda sad due to the nice friendship between Kylie and both sets of Bros being sent down the drain.
It could be a possibility that it could be a child of Kylie Koopa, as Kylie Koopa never aged. It's not implied in the game though.
When you go into Dream's Deep, you see Luigi's innermost thoughts swimming in the background with Mario on his own whilst Dreamy Luigi is trying to find his way to the place. That onimous music, dark background and lines like "Don't leave me, bro!", which is also sent out in massive letters, really makes you feel for the younger brother.
Especially for players who are younger brothers themselves.
This gets worse when you realize that Luigi is suffering from a nightmare during this sequence.
Even though it was Played for Laughs, Britta's "death" might have initiated one, as she looked like she wasn't going to make it.
To some players Antasma's betrayal by Bowser comes off as this. Prince Dreambert even lampshades this.