Mad Mad Mario basically is Mario finally getting fed up with saving princess peach time after time again so he decides not to put up with bowser anymore and basically walks out of bowser's castle after a very loud scene involving some colorful vocabulary. Mario mentions that Peach has been kidnapped multiple times now and is sick of killing so many turtles on his quest.
I really did realize that Bowser, Peach, or any mario character should have seen this coming for a while. While Mario is just doing what he's gotta do, I'm sure he would eventually get fed up with destroying multiple castles, fortresses, and bosses only to find that princess peach is in some other castle.
The main point of this message should be that nobody should overwork themselves and if they do, they should try and express it.(perhaps in all that jumping and exercising mario gets done when he stomps on goombas.)