On the other hand, it seems that westerners are just sharing data, not interested in making parody movies by recreated characters.
That is correct. Most of the sharing is based upon just that, character designs. Remixes and everything are made, but they’re rare. If it’s remixed it’s commonly limited to a shitty bgm, not dialogue and everything.
It causes surrealistic lulz for Japanese sensibilities to recreate fictional anime/game/manga characters, usually drawn in cute and fancy, by WWE’s too much macho and realistic American wrestler faces & bodies.
It might be worth noticing that WWE is a lot about show. As the Wiki Page for Pro Wrestling reads, the sport is a combination of athletics and theatrical performance. Many of the fights are (partly) staged, and purposely feature over the top action for the sake of entertainment. This can explain why the openings in the games are so over the top, they represent what’s going on on tv.
Just watch this video. The moves they perform should result in wounds they are not getting, and they even attack the referee and co. at occasions. If that was an actual sport, attacking the referee would get you banned for live.
Actual Wrestling involves grappling techniques, not chrome tights and 3 bottles of gel. Of course these things have nothing in common with the remix videos, but they explain the overly macho atmosphere the WWE shows us and which can be found back in the games.