So far, we are 12 movies and 4 TV shows into the MCU, while the shows have referenced the events from the movies and featured characters from the movies, the movies on the other hand have not. Kevin Feige has spoken about the issue.
“It’s about finding the right way to do that,” Feige told io9. “And the honest answer is, movies are developed so far in advance that a lot of those things [Inhumans, Hydra monsters, etc.] weren’t done when we started to film [Captain America: Civil War].”
This makes sense considering that they started writting the script for Civil War around 2013-2014 before S2 and 3 of SHIELD aired, which introduced the Inhumans and expanded on HYDRA history and way before Daredevil and Jessica Jones aired. and they started filming before S3 of SHIELD, S1 of Jessica and S2 of Daredevil aired.
Feige continues “Or, if we were to do something in a film that absolutely handcuffs what the team can do in season 2 of whatever show, they don’t want to be handcuffed. They shouldn’t be handcuffed. It’s just finding the right time and right place to do it.” he added “Look, I love heroes, I love seeing as many heroes as possible interacting and surprising fans with their presence but, like Spider-Man, Ant-Man and Black Panther in this movie, like Falcon in Ant-Man, it just has to be absolutely blended with the story at hand, and not just, ‘Hey who is that who just drove past?’ That would be easy. We could do that in post—but that, I think, does a disservice to the characters.”