It seemed like they were mainly trying to stick with cameos from the Fox movies, and while they could have done it since he was in a few of the x men movies, they had also already used him in wandavision. So that may have been the reason they chose not to, or scheduling conflicts or any number of other things.
Besides the whole x men movie issue, I think they killed quicksilver because he could legitimately speed blitz thanos to death, or use captain americas shield and just straight up kill thanos. Thanos is fast but he isn't that fast. They wouldn't be able to explain why he didn't just kill thanos
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