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If you're asking why every game is titled The Legend of Zelda when she doesn't appear in every game, it is because the games themselves are in some way associated with her through the main playable character Link. In Link's Awakening, Link confuses Marin for Zelda because she looks like Zelda, but then again the whole adventure takes place in a dream. Zelda herself appears in a flashback scene in Majora's Mask. The Wind Waker and Phantom Hourglass have Zelda in the form of the pirate girl Tetra who was revealed to be her in The Wind Waker. Aside from the CD-i games which are not considered canon, Zelda has yet to appear as the main playable character in any Legend of Zelda game. She does appear as a secondary playable character in Spirit Tracks in the Tower of Spirts when she possesses a Phantom Guardian.

because Zelda is the princess Link has to save in every game that she's in. She's princess of Hyrule

- And Legend of Link doesn't sound as good.

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