I'm very sure almost all the Wario games (besides maybe the VB and the first Wario Land) had cutscenes in them. Cutscenes just add some nice personality to the game as well as Wario. It helps explain the story or whatever Wario does. Maybe Wario needs more of a story in general, like if he was just a "failed" clone of Mario or why he took Mario's castle, even though I'd never think Nintendo would even go that far. Even in WL4 stages I think there should be different objectives like the way WL2 had different objectives because it would just make the game be more interesting and would require more exploring rather than platforming. Also come to think of it Wario should have items like Link come to think of it to help platforming besides the normal get hit and break bricks with fire thing. Wario does use Bob Ombs as a special item in MKDD after all.
That would be great to see cutscenes about Wario's past since Nintendo never explained totally how where he come from and why he's like that.
There's always some speculations/opinions from individuals about this subject, like for example:
A clone (or some kind of super soldier) created by Bowser to annihilate Mario once for all.
Mario was his only and best friend during his childhood but time passed and realized that this friendship was nothing but a fraud.
As for the clone thing, there was a comic from the old german Club Nintendo magazine dealing with that, it also had Mega Man characters in it for some reason:
Those comics were jam packed with bizzare content and Yoshi's Island DS directly decomfirms it, so I wouldn't put much weight in it.
I'd like more cutscenes in both series, not just Land. Master of Disguise did many things wrong, but it had an interesting plot and likable characters. It would definitely be a big addition to the series; it doesn't need to be "deep", just well thought.
I do like Master of Disguise's story myself, one thing I would change a bit is the pacing for the dialouge sequences, MoD had some moments were it became a tad to chatty for some peoples liking, I didn't mind it thought.
One thing they could do to find a good balance, is to do what Wario Land 2 did : divide the different levels into chapters and have the cutscenes play inbetween chapters, they can have them more frequently towards the end as the plot nears it's conclusion, but it needs to be graduate.
I wouldn't like too deep cutscenes. I loved the simple cutscenes in Wario Land II though. Especially how they came between levels, because in some games, where the cutscenes start playing during the level, it acts as an anti-climax.
I also would like if they are skippable, but there's no button in the screen showing they are skippable. Like, if you want, you can press some buttons (a, b or start) and figure out you can actually skip the cutscenes, but if you do want to watch them you don't have an annoying flashy "A" button in the corner of the screen, indicating the possibility.