Author Phobia: Chain Chomps came from an experience Shigeru Miyamoto had as a child, when a dog chased after him as he approached but stopped just inches from him because the dog was tied to a stake.
No Export for You: Because the e-Reader flopped in America, half of the Super Mario Advance 4 cards never made it out of Japan, which left "World-e" incomplete with only one of the mini-game houses open and a rather empty e-Coin castle. Thankfully, fans have come up with a way to print out the dot codes for the remaining levels to be playable in the US version, though it's very hard to get them to work.
The dolphins that ended up in Super Mario World were originally planned for this game, but never implemented for whatever reason. This probably explains the abundance of "rising water" levels as well.
In addition to the extra World-e content in the Japanese version of Super Mario Advance 4, a lot more had seemingly been planned, as evidenced by the large amounts of unused content on the ROM and the fact that the world's castle, which displays the e-coins located in each of the World-e levels, was originally planned to have three floors, each with a full length e-coin gallery.