Kupek, I assume you don't even play the later Mega Man series. If you read the interview to the creator of the MMZ series they sat out to tell a pretty cool story. The story became an excuse for gameplay when you bow down to fan pressure and take a story that's meant for one game and stretch it out to 4 (MMZ4 doesn't even pretend it has a purpose in the Z series). The MMX series still plays more or less the same ever since about MMX4 (even MMZ series plays similar to MMX series, just you don't have X) but there's a reason why MMX4 is widely regarded as the best game in the MMX series because there is actually meaningful conflict as opposed to every other game where the plot is an excuse for gameplay. And when you sell out your game to make more money, it makes the game less enjoyable for those who care.
Phantom is supposed to be gone forever because the whole thing is supposed to last one game. Instead he comes back in MMZ3 because people wanted him back. X is supposed to be the enemy, but that would only work for one game so instead you get Copy X (and Copy X Mk 2). The identity of the Dark Elf ("when she was first born she had another name...") was never revealed because doing so would mean you can now know the identity of the Reploid who would eventually stop Sigma for good, which means they wouldn't be able to milk the X series anymore. It's same as even though there are strong indications that it was Zero who killed everyone in the original Megaman universe, they can never say that because that'd mean they can't ever go back to make more Megaman games if they chose to.
And now you have Alouette, who for all practical purposes is Ciel's Reploid daughter, whose presence in the MMZ series is so strong that you can pick this up from never even talking to her, telling you that 'big sister has been missing for hundreds of years', as if Ciel, the first human being to have any presence and impact in the Megaman universe, is supposed to be fine hiding in a cave after being missing for hundreds of years (there's no indication that the humans of Megaman universe live any longer than normal humans, unless you're sentenced to live forever, like Weil, but that's supposed to be a bad thing).
Not all games require closure, but certain elements dictate the closure of the game. If Alouette is around, then something has to have happened to Ciel if she's not around because the two are so closely related. It'd be like having Zero in MMZ series and X never being mentioned and simply missing. If sometime between MMZ and MMZX Alouette and Ciel got blown to smithereens and they excavated the Live Metals that look awfully a lot like Zero, X, and the 4 Guardians, then you can at least say well no one around Zero series is anymore so we don't have to worry about where these things come from. But Alouette, whose presence in MMZ is at least as strong as the Guardians, demands closure from the Zero series with her central presence in the ZX series so far.