The creative team behind Moon Knight deliberately chose not to have any cameos in the show, which was the best decision for the series overall.

Moon Knight cut a potential MCU cameo from its ending, and that decision ultimately helped to save the show. While Disney+'s Moon Knight is considered part of the MCU, it’s largely removed from the franchise with little to connect it to the wider MCU at the moment. While this has left the Marvel property with a distinct lack of expected crossovers or sequel hooks to date, the lack of these MCU ties ultimately worked in the show’s favor.

Following the conclusion of Moon Knight, both director Mohamed Diab and head writer Jeremy Slater reveal that there were potential cameos of other MCU characters in the works that got scrapped. Diab never specified who was supposed to cameo, only that there would have been one cameo in the first episode and another in the finale (via Variety), but Slater also revealed that there were plans for a crossover with Chloe Zhao's Eternals characters, such as Kingo and three other unnamed Eternals fighting alongside an avatar of Khonshu in a flashback (via The Direct). In the end, these potential cameos never made it to screen, and Moon Knight ended up being largely disconnected from the rest of the MCU outside of a few small references.

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Any potential cameos in the Moon Knight season finale were ultimately cut from the show, but that also ended up working in its favor. Rather than seeing its narrative bogged down by forcing in an unneeded cameo by, for example, Blade or the Werewolf by Midnight, the Moon Knight finale instead devoted itself to closing out the main plot of the show and building up to the reveal of Jake Lockley. As a result, both of these narrative beats were executed with extreme effectiveness that allowed Disney+'s Moon Knight to have a strong ending focused entirely on its own story and not anyone or anything else’s.

The decision to not include any surprise character appearances in Moon Knight also works as a response to an ongoing problem in the MCU: the assumption that a show or movie will have big cameos. WandaVision, for example, had its own conversation dominated by assumptions that Mephisto and Mister Fantastic would be involved. More recently, Doctor Strange in the Multiverse of Madness was hyped up for months to have a lot of cameos and callbacks in the same vein as Avengers: Endgame and Spider-Man: No Way Home, but that ended up being mostly limited to Multiverse of Madness' Illuminati, who only had a small part in the overall story. Rather than judging them solely on their stories, new entries into the MCU are now also being judged by how well they do callbacks to, or setups for, other stories. Moon Knight could well have also fallen into this trap, but the fact that the series went out of its way to have as little interaction with the wider MCU shows a clear effort to try and curb that mindset from its creative team.

Even though Moon Knight didn’t have any cameos in its finale or any other episodes of its run, that helped the show work as well as it did. By staying away from the wider MCU, Disney+'s Moon Knight was able to focus solely on grounding itself in its own story and conveying it to the full extent of its abilities. As a result, the show was able to be a dark and engaging story from start to finish, and that would have been much harder to achieve if it had spent time on largely unnecessary cameos.