>>33955507Shaymin is tied to Floaroma Town, making the land fertile or something. They're also not a singular species, but that might just be an anime addition to the lore.
Victini also has a backstory, which ties into its event in BW. Meloetta has a story that involves shoes, but it's much smaller in scope and doesn't really mean much.
Keldeo has a point, even if you try to downplay it. It ties into the musketeer lore, it has a backstory as an orphan, and we learn about how it grew and eventually surpassed its teachers.