They recently did a crossover with the street fighter characters, so I don't know why they'd be averse to doing a crossover.
And aren't the MH games developed and published by Capcom internally?
It's one thing to have stuff from other IPs appear in MonHun, that happens all the time. But how often does MonHun stuff appear in anything else? All I can think of is Smash Bros with some Mii Fighter costume DLC. That's entirely different from a playable character.
I'm pretty sure the MonHun guys wouldn't want a Hunter to be playable because that would create a "default" Hunter, like how Smash gave us default Robin and Corrin. I get the sense they'd rather have the idea of the Hunter being as open as possible.