"No no, just throw all the bananas down a mine shaft. It's more fun that way."
The Crazy Fan Theory:
As explained in this video from the Game Theorists, Donkey Kong Country is secretly a piece of anti-American propaganda about the Banana Wars of the late 19th and early 20th centuries. As that is one of the most baffling sentences in history, it requires a bit of explaining.
You see, after the Spanish-American War, the United States gained control of Cuba and Puerto Rico, giving the U.S. military a foothold in the Caribbean that it used to freely police several Caribbean states, such as Honduras, Nicaragua, Mexico, and Haiti. It frequently intervened on behalf of the United Fruit Company (now known as Chiquita Brands International), who illegally overthrew local businesses in those states to gain virtual domination of the banana trade (this is where the term "banana republic" comes from, which would later be used to unironically sell expensive clothes to yuppies).
Michael Gray, Via Wikimedia
We prefer our khakis with a generous helping of disenfranchised South Americans.
The theory goes that Donkey Kong Country is supposed to symbolize one of those Caribbean states (probably Nicaragua or Honduras), and all of its bananas are being stolen by an invading military force. Check this out: King K. Rool, the leader of the evil crocodiles, doesn't even like bananas, so that would suggest he's stealing them for some economically strategic reason rather than joyous gluttony. Same thing with the United States -- Americans don't love bananas so much as they love trade monopolies. And the president at the time of the Banana Wars was Teddy Roosevelt, a man often compared to a king, who had absolutely no problem beating the juggling Jesus out of any country that stood in the way of American imperialism, particularly those in the Caribbean. Roosevelt is King K. Rool -- even their names look similar when you put them side by side like that.