Its such an obvious question among fans, but nobody ever seems to put it to rest in interviews. The best guess is that, as you say, Wanda and Pietro are locked up with the X-Men at Fox. That might not apply to television appearances like this cartoon, but Marvel might not want to confuse a broader audience by using characters that couldn't later be used in an Avengers film.
There also might be the possibility of using them in an Avengers movie after all... Nobody seems to be willing to say for sure.
On another Avengers cartoon tangent, I hate that they've created a Nick Fury that looks nothing like either the classic or the Ultimate version. He's now an eye-patch wearing black man with a full head of hair and a soul patch. What's the point of that?
