It also has to do with more than just Gretzky himself. Think of the number. A rarity in and of itself. If Gretzky got 9 like he originally wanted, it probably wouldn't be retired league wide because it would disrespect many of the other great 9's that have been celebrated throughout history. Was it a touch over the top? Maybe. But it's not like they took 4 out of service. They took 99 out, no one is wearing it anyway.
The Penguins don't have to retire 68, no one is touching that number again.
And everything else really has a lot more debate to it. You say Lidstrom was the greatest positional defenseman of all time, which is really just an individual trait of one player, equivalent to saying Bobby Hull is the best pure shooter of all-time, but anyway, I'd argue for Doug Harvey. Lidstrom was special, but he's a huge step down from what we're talking about here...maybe two huge steps down. Not even on the same planet, much less atmosphere...
Gretzky's number was synonymous with him. And you say, "num-bah fo-ah" but not always...I believe, and you can check me on this, Orr - ever respectful - swallowed his pride and took #5 in the 1968 all-star game because Jean Artur Beliveau owned #4. It's synonymous with Orr, but not always Orr all-time.
And once you do it once, you don't take the starch out of it and do it again for Lemieux. A player that quit on the league when he didn't like how it was going. Gretzky was always a great ambassador for the game, hell, he helped save Mario from himself...the accolades that he got were apt.