Not in many menu screens? She was in the main 'Press Fire' screen, she's in the character select screen. Most screens she isn't in are ones from JJ2, completed before she was made. Also, not only did TSF have no new cutscenes, but do you realise JJ2 was supposed to have a different intro cutscreen?

Nick Stadler animated Jazz and Spaz and most all of the sprites with the exception of the TSF and HH addons. They, including Lori, were done by Dean Dodril. Dean is an exceptionally talented artist, although as the case with most artists, his art differs in style from Nick's. Nick has a meaner, more warped look about them, while Noogy draws them in a more 'clean', as in less rough and more cartoonish, as seen when comparing the intro pic from JJ2 to the one of TSF.

And she wasn't put in at the last minute, she was planned as Spaz's girlfriend, however, the folks at P2 weren't too bright and dubbed her as the sister. I recall seeing some concept art on J2C when TSF was announced.