Yeah the “Big 4” usually means the 4 most successful bands and not the 4 bands that pioneered or best represent the genre. I think Anthrax deserves being in the big 4 since they were one of the pioneers of east coast thrash and the term “thrash metal” did come from their song “Metal Thrashing Mad”. Megadeth isn’t one of the most important and influential thrash metal bands and I think they only got in because of their success and Dave Mustaine being in the band.
Come to think about it, the big four being an exclusive club of 4 thrash metal bands could be part of what’s keeping other bands like Exodus, Testament, and Overkill from getting a lot recognition. I wonder how many people call themselves huge thrash metal fans yet have only listen to the big 4 (or even worse, only heard of the big 4 and only listens to Metallica).
I remember seeing what Loudwire (they are a joke by the way, most music news and reviews sites are) thought the big four of many metal subgenres should be and their choices were so laughable.