We already felt that Age of Ultron was a bit overcrowded with heroes, but it could have been even more so. According to Marvel exec Jeremy Latcham the original idea was to have a whole host of new characters just sort of show up at the end of the film.
“In really early development there was a notion of there’d be a ton of new people. And then it was like, ‘Well we haven’t really introduced them, we don’t know where they’re gonna come from,’ and Joss kind of did not love that idea. It was an early discussion, and then that kind of became just Captain Marvel, and then that felt weird just to have one new person.”
The right decision was made, though and they eventually dropped everyone, including Captain Marvel. Kevin Feige, guy in control of everything Marvel movies, spoke to losing that as well as he pointed out that they decided to tell Marvel’s origin in her own movie so cramming her into the end of Ultron didn’t work for a host of reason.
“And also the subtext was, what does Cap say, ‘They’re not the ’27 Yankees’—well if Captain Marvel is there, what are we saying about her? It needed to be [that] certainly Wanda and Vision, I think to a lesser extent Falcon and Rhodey need to learn what it means to be a team, even the most dysfunctional team in history.”
All in all just be glad that they trimmed things back and decided instead to hold plenty off for Phase 3.