A Halo-esque Megaman MMO would be neat, but there would be a small chance that it could drive the final nail into the franchise's coffin. Battle Network and Starforce brought a bunch of repetitive sequels that picked up on a few story elements from the prequels making them great standalone games but not really establishing any sort of story short of "The world is in danger, use the internet/wave network to save it from *insert evil organization/god here*".
Classic established a timeline, a villain and an ongoing story and seems more like a single epic saga than a series of prequels and sequels. X serves as the sequel saga to Classic, Zero does the same for X and Classic, ZX does the same for Zero, X and Classic(not nearly as much but it still counts) and Legends has the potential to finish what has so far been 23 years in the making. Drastically changing the formula could kill the franchise(just look at Bomberman Act Zero) or breath new life into it. I don't think Capcom would risk it. They'd sooner crank out a bunch of mediocre games that still sell than make one that takes a huge step outside of the box they're comfortable in and may or may not fly off the shelves in record time and spawn sequels that may or may not become huge hits.