While it may seem on the surface that Doodle Jump has less depth than Mario, the fact remains that its lack of story is in itself a post-modern deconstruction of video game lore. One can clearly see influences from the surrealist movement as well as retro-futuristic architecture theories woven into the game's apparent soulless appearance, indicating that a great deal of thought has been put into the presentation of the game.
It should come as no surprise-- to those with a keen eye-- that the development process of Doodle Jump took roughly 28 years, starting life as a question that required answering, which happened in the forms of (in chronological order): a thesis, a new branch of philosophy, a short-lived cult, a physical manifestation of the emotion of fear, a children's TV show which was aired briefly, transmitted via satellites that had very limited range so that only astronauts and possibly alien lifeforms could view it, and finally, the video game we know it as now.
It is also interesting to note that Doodle Jump actually is a direct attack on the blatant sexism in video games that Mario has established, which is the key reason that the question asked by the OP is a valid one.
And to close with a bit of fun trivia, many people fail to notice that "doodle jump" is an anagram for "the world shall die by my infernal machinations as I will rain endless hell-slugs upon thine lands and faces, rendering all life moot. my true name is pain. my true name is chaos."