Poor Peyton Reed. The director just wants to have his own, small part of the Marvel Cinematic Universe to himself and his ant-based hero. He’s honestly disappointed that Ant-Man (Paul Rudd) and Wasp (Evangeline Lilly) are showing up in other Marvel movies.
Source: io9 – Peyton Reed Likes Keeping Ant-Man, Who Was in Civil War, Separate From the Main Marvel Universe