It's because while Quicksilver and Scarlet Witch debuted in X Men they soon joined and spent the majority of the last 50 years as members of the Avengers and associated groups. The thing about them being Magneto's kids was only introduced in the 80s or 90s.
When Marvel nearly went bankrupt in the late 90s they sold off a lot of film rights to their more lucrative franchises but the contracts also specified characters that were to be shared between Marvel and the new rights owners due to their significance to more than one franchise. Other characters covered by these multi-rights deals include the Kree who first appeared in Fantastic Four but featured in Guardians of the Galaxy (Ronan and Korath specifically), the Inhumans who also first appeared in Fantastic Four and are getting their own movie in the next phase of the MCU and Kingpin, a gangster who first appeared in Spider Man but is appearing in the upcoming Daredevil Netflix series as well as the terrible Ben Affleck film. Supposedly the list of characters that is shared is extremely long, but mostly features secondary characters.