They do, but they require you to actually play and fail the level several times on the regular difficulty, so most players are going to quit out of frustration before they throw themselves off enough ledges to get even halfway through the game; comparing this to just "picking and choosing what levels they want to do" is silly. And you have to beat each level legitimately to access post-game content (which in Mario 3D World is almost half the levels), so it doesn't even take you that far and still gates off content behind your skill level (calling this "completionist incentives" and not "gating content" is pretty dishonest of you tbh).
Tl:;Dr - Tying to claim that "Letting the players pick and choose what level they want to do" is pretty much the same thing as "Players get the opportunity to watch the AI auto-complete a single level at a time after trying and failing several times, with only half the levels available to these players until they beat them legitimately" is dumb.
Just to be clear, I wasn't arguing for whatever that other dude proposed--I didn't read it, even--I was just spelling out what Mario games actually do because it seemed like you literally didn't know.
"Completionist incentives" refers to things like shiny stars which most players won't even notice, much less care about.