Because Captain Marvel begins shooting in February next year, which means it's impractical to radically alter the script and impossible to scrap altogether even if they really wanted to release a Marvel Studios movie called Rogue instead of a Marvel Studios movie called Captain Marvel which would come out alongside already-planned X-Men movies.
Cancelling movies even as late into production as some of the planned X-Men stuff means paying off a lot of people who'd cleared their schedules and agreed to work on it. It's rarely worth doing if you've done any serious prep. WB are still, for example, paying royalties to Billy Dee Williams for Batman Forever, in which he was supposed to return as Harvey Dent/Two Face, but which was eventually given to Tommy Lee Jones. BDW gets paid for not showing up because he was already the character on-screen and the series wasn't actually scrapped, just retooled. Even if they'd scrapped or retooled, he'd still have got a large payment once WB started making Batman movies again. For all I know, he got another one when The Dark Knight came out.>>97754545
I genuinely do not believe that after the FOX movies are done they'll start rolling the X-Men into the MCU, nor do I believe anybody seriously wants to try and roll the existing continuity in. Netflix, maybe - deniability like Daredevil, where nobody gives a shit if he's in the movies because the show is fine, and the movies don't ever mention him because it's unnecessary.
But honestly, even sold off as an asset, 20th Century FOX isn't going to go anywhere, and it's existing slate of movies are going to continue as-is. Until you see actual evidence of crossover, believe nothing is happening - and I mean, on-screen, not, some guy said it's their intention, or it was talked about in an interview, or even it was put in the timeline at a con reveal. Remember how Inhumans got bumped from movie to show? Nothing is set in stone.