Bubba Ray Dudley was a recent guest on the Talk is Jericho podcast, where the former multi-time champion revealed the reasoning that his alter-ego, Bully Ray, never appeared in the WWE. Dudley states that due to WWE's Be-A-Star program, Vince McMahon wouldn't allow the character to appear because of the backlash it could potentially cause with the press.
I told him about Bully Ray, and me and Vince McMahon had three really good and serious conversations about Bully Ray and he was totally into it. He said that nobody loves the bully character more than me. He said that is who I am, but he said that I cannot call you Bully Ray. I can't use the name "Bully" and have the Be-A-Star program.
Dudley goes on to state that he event pitched a potential storyline angle to McMahon in order to make the Bully Ray character work, which included turning on his long-time tag partner, D-Von Dudley. Although it seemed to be a possibility at first, the angle was pulled.
He said that it is a great idea, but by the time we get there I will get slaughtered by the press. He felt that it would be too long. You have a Be-A-Star program but you have a guy called Bully. By the time you get to the payoff, I would have endured too much negative press by then. My backup was the Intimidator Bubba Ray. I wasn't even going to go with the Bully Ray name and that was it, and I saw the look in his eyes where he liked that and we can do that. One of the things that was important to me separating from D-Von and becoming the Bully Ray character was that I had to turn on D-Von. D-Von was the piece of the puzzle because if I turned on D-Von I would immediately have heat. If I turned on a generic wrestler it wouldn't have any steam or history, but Vince wasn't feeling it. I presented it to him a few more times and we actually shook hands. On my last SmackDown before our contracts ended, he said that we were going to run with this and will do it. We shook hands and hugged; it was a done deal.
Our last night that was on Raw was supposed to be the night I turned on D-Von. A few days before Raw, Vince McMahon calls me himself and said, 'Pal, I'm sorry, we're not going to run with it. We're not quite sure we see the money in the feud.
Check out the full episode here, where Dudley also discusses returning to the WWE in 2015 for their final run.