Agreed about GTA, but not about Super Mario. At the very least you'll need to kill Bowser to finish the game.
Bowser, on the other hand, is a named character with a specific personality. Combined with supplementary materials and (in some Mario games, especially the RPGs) in-game dialogue, it’s clear that he’s meant to be a single character who Mario (also a single character) encounters repeatedly.
I sort of now want a PETA for video game pixels.
Mario absolutely "kills" Bowser in the original games. Though, of course you're quite correct that he returns in the sequels, and it's heavily implied that the Koopa clan does not die upon contact with lava, unlike the rest of the creatures in the kingdom.