Capcom isn't interested on making new Megaman games because making a new game requires a lot of work (new bosses, new levels, new gimmicks), they don't sell as much as their favored franchises (Monster Hunter, Resident Evil and Street Fighter) and they can't charge full price for the games either.
Creating a cheap Megaman-themed cosmetic DLC for Monster Hunter or Street Fighter will be as profitable, if not even more, than making a brand new game from scratch.
