I don't think we all went retarded but maybe, just maybe, we all thought they meant Super Mario Bros. 3 (which was stupidly named Super Mario Advance 4: Super Mario Bros. 3) instead of Super Mario Advance 3: Yoshi's Island. Nintendo's naming of the Super Mario Advance series (which began with Super Mario Bros. 2, instead of Super Mario Bros. 1) is one of the first signs than Nintendo had gone crazy.
Yea, that kind of bugged me back in the day but I sort of just shook it off. I believe they had the guy that was in charge of labeling the Rabmo movies. First Blood, Rambo: First Blood II, Rambo III. While it might seem right, the title First Blood just doesn't make too much sense to keep the name for the second movie. Least they didn't have First Blood in the title for the third movie...