Capcom ain't gonna make any guest characters because they may fear that customers will rant/chew them out if the character(s) cost over $20. Plus, licenses.
i'll be real, I wasn't expecting a guest character appearance, if they didn't do it for Baki they sure as hell weren't going to do it for Spy X Family, but a Yor costume for Chun? a Fiona costume for Juri? a Loid costume for Ryu? at least make something for the core game experience, why put all this effort to enhance the single player casual experience?
Capcom has literally crossed over with thousands of different IPS at this point. So I don't see why its a big deal having a guest in Street Fighter for once. Hell, they even did an animated short of Yor fighting Chun Li and cause of that, people thought she was legit gonna be added in. Capcom basically hyped this crossover for months for crappy expensive skins that a modder could do in like a week lol.
I think I saw this coming a mile away. The promotional video was just meant to fuel crossover fanart, nothing more. And it worked. It doesn't have to affect the game, either. Then again, neither did the collab skins in DOA 5 LR and 6 and no one bitched about it.