Though WandaVision is long over, the conversation around the MCU's first Disney Plus show hasn't totally died down yet. With the upcoming release of Doctor Strange in the Multiverse of Madness, which is set to have Wanda Maximoff as a major player in the story, fans were speculating about Doctor Strange's involvement in the events of WandaVision as the show was coming out. Some theorized that he might make an appearance in the show, and it made sense, since his whole job is to monitor magical happenings on Earth, and Wanda's takeover of Westview was a pretty big happening. But when the finale came and went with no Doctor Strange cameo, fans simply took it as yet another wild WandaVision theory that never came true.
However, in a recent interview, Kevin Feige actually confirmed that Marvel had considered putting Doctor Strange in the finale of the show, but eventually decided against it. This proposed storyline would have also had the commercials that air during the show (that all connect to something in Wanda's past or allude to other Easter eggs) be messages from Doctor Strange as a way to try and break through to her. Feige stated that the reason they eventually decided not to include the Strange cameo was because it would have taken away from Wanda's storyline.
This was clearly the right decision, as one of the best parts of WandaVision was the fact that it heavily focused on Wanda and gave her a lot of agency within the story. It's heartening to see Marvel take the development of their characters seriously, especially considering the fact that they've struggled to properly develop their female characters in the past. Feige even stated "We didn’t want the end of the show to be commoditized to go to the next movie — here’s the white guy, 'Let me show you how power works.'" It would have taken away from Wanda's arc to have Strange barge in and coach her on how to control her powers.
It's significant that the person who helps Wanda unlock the potential of her powers is another woman, and specifically another witch, who can understand Wanda's feelings of being an outsider and alone in the world. Agatha isn't exactly a friendly force in the show, but in the finale she's set up as someone who could be a help or mentor to Wanda in the future. Bringing Doctor Strange into the fold that late into the game would have also nullified Agatha's role in the story, and would have felt a little unnecessary.
One of the things that people praise about the MCU is the interconnectedness of the films, and the way in which they all tie into each other while still being accessible for new viewers. This truly is a great balance that Marvel has been able to strike, and it makes the MCU unique from other attempts at cinematic universes. However, in the case of WandaVision, having a Doctor Strange cameo in the finale would just feel like a plug for the next Doctor Strange movie, rather than a culmination of Wanda's story in the show. Her arc would have felt like it was just set up to be in service of another upcoming movie, rather than a compelling story in its own right.
The WandaVision finale received mixed reviews, with some loving it, while others didn't appreciate the return to CGI action scenes after eight episodes of quieter character building. The thing that works best about the finale episode is that it's all about Wanda taking control of her powers, both to fight Agatha and to stop her hold on the town when she realizes the pain she's causing. The theme of the whole episode is Wanda taking back her power, and that storyline would have been cheapened if Doctor Strange had shown up at the eleventh hour with some sort of deus ex machina solution. It's much better that Wanda solved things for herself (with the help of characters that had already been introduced on the show) rather than relying on the assistance of a Master of the Mystic Arts. Besides, the Darkhold even states that the Scarlet Witch has more power than the Sorcerer Supreme.
In the end, it's much better that Marvel decided against bringing Strange into WandaVision. The finale - which already had a lot going on - would have felt too crowded, and the cameo might have taken focus away from Wanda's arc, which would be a really anticlimactic ending to a show all about the development of her character. Though it would be fun to have two powerful magical characters engaging with each other, that hope is by no means a lost cause. Audiences will still get to see the characters interact, and hopefully use their powers in tandem, when Doctor Strange in the Multiverse of Madness finally releases in 2022.