They're all really annoying characters, haha.
In a stage without walls, Sonic is unwieldly to play in the first place, so it's always grounds for frustration when somebody is actually playing him and knowing what they're doing. What makes him cancerous is that not only is he all waifish and evasive, unlike other characters which were made for more "participation" in the violence party, but all his attacks look the same, so you have less of a gauge on what he's going to do and how to prepare for it than, say, better designed characters with distinctive movements. Even ROB had a better-thought-out moveset than Sonic, which is really saying something, given what a cherrytapper he is.
In general, fast, flappy characters who don't hit very hard but easily stunlock are a pain in the ass. Since Pikachu is small, fast, hard to hit, and his attacks are easily stunlocking area-denial-type moves with dodges mixed in, he can get very obnoxious very quickly. Pichu is even faster, and more annoying in that regard, but he hits himself so you don't have to. (Unless he thunder-calls on the platform above him. Then it absorbs the lightning bolt and takes no damage. This makes him amazingly cheap in places like Hyrule Temple, Yoshi's Island, and other places with big floors underneath a plethora of lightning protection.
Meta knight brings with him all the tedium of being a kirby bastard with a frustrating amount of air control, and he combines it with a lot of fast, fru-fru attacks that do almost nothing but stunlock and annoy the victim. In general, people who hit big and can be hit back get a good enough back-and-forth that they aren't considered as annoying, while light, speedy characters are hella annoying because they're mobile and you usually knock them for miles rather than sit and beat the crap out of them, which allows them to keep avoiding and pestering you.