Well here's the thing: combine things like install-base, demographics, and publishing fees, and it probably makes more sense for Capcom to not bother with XBLA and PSN.
Despite the fact that this is a retro game and despite the fact that a lot of Mega Man fans are adults now, the main demographic for Mega Man games is still the younger crowd. Most younger gamers have Wii. Install-base overall for Wii is greater than 360 and PS3. And in the end, it costs more to publish on all three platforms than it does on one.
I guess Capcom figures that the potential revenue of 360 and PS3 versions won't justify the publishing cost.
This is all conjecture, btw.