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But first, some background...
Several years ago, MCU boss Kevin Feige said Carol Danvers was part of The Avengers sequel's script but they decided to cut her out because they"didn’t want to introduce her fully-formed flying in a costume before you got to know who she was and how she came to be."
However, Avengers: Age of Ultron director Joss Whedon originally planned to have Captain Marvel show up akin to Scarlet Witch's big moment. Here's what Kevin Feige told Birth.Movies.Death about that:
The way we reveal Scarlet Witch [in costume] at the end of the movie? Those were Captain Marvel plate shots. Joss said, ‘We’ll cast her later!’ And I said, ‘Yeah Joss, we’ll cast her later.’ [Whispers to an invisible associate who isn't Joss] ‘We’re not putting her in there!’ Finally Joss was like ‘Let’s use those plates to let Scarlet Witch fly into frame, give her a big entrance?’ And that makes sense - she’s come to their side, and she deserves the cool intro...
As Kevin Feige reiterated, introducing Captain Marvel that way is not how the MCU tends to operate:
It would have done that character a disservice, to meet her fully formed, in a costume and part of the Avengers already when 99% of the audience would go, ‘Who is that?’ It’s just not the way we’ve done it before.
Instead, the MCU chose to introduce Captain Marvel for the first time in her own movie, only hinting to her existence at the end of Avengers: Infinity War.
They hadn't cast anyone for the role yet, so there's a stand-in. Who do you think Joss Whedon would've cast? Avengers: Age of Ultron started filming in early 2014, so they already had the cast in place by then. Brie Larson earned an Oscar for Room in 2015 so I wonder if she wouldn't have been on their radars by the time they cast Carol Danvers for Age of Ultron. Just another "What If..." scenario Disney+ could tackle.