One of the surprising parts of Moon Knights is its minimal connection and reference to the rest of MCU and they pretty much made it self-contain all throughout the series even though it is part of the main MCU (or Earth-616). However, it looks like there were earlier versions of the script in which the series was going to reference an upcoming MCU film.
Speaking with The Direct, Moon Knight head writer and executive producer Jeremy Slater revealed that they initially had plans to make a reference to Thor: Love and Thunder character Gorr the God Butcher during an earlier draft of the scripts due to the film not having a concrete release date around that time.
"Both a lot and a little. But the reality is that we had no idea—when we started working on the show, we didn’t know when we were debuting," he said. "We always sort of assumed it would be later down the road, and we would sort of be coming out in fall of 2022, and we thought we would probably be following Thor[: Love and Thunder]. But at that time, Thor didn’t necessarily have a concrete release date either, everything was sort of up in the air, and it’s like we might be ahead of Thor, or we might be finishing up."
He continued, "So there were different versions of the script where the Gods would sort of talk about, ‘This thing with Gorr the God Butcher just happened, and now we’ve got this new problem.’ And then there were other versions of the script where they sort of talked about, ‘We’re hearing rumors [that] Gods are dying, this is not the right time to get involved.’ Like we tried to have our cake and eat it too."
Slater also revealed that they were going to tease Gorr's arrival in the series and "[ones] that were sort of taking place in the aftermath" of the film. However, in the end, Marvel made a creative decision not to make either reference to the film.
"We knew the general beats of what would happen in Thor: Love and Thunder, so that we wouldn’t be contradicting anything. But we had versions of the story that sort of teased Gorr’s arrival, and [ones] that were sort of taking place in the aftermath of that movie," he said. "Ultimately at some point, Marvel just made the creative decision, ‘You know what, we don’t necessarily need this.’ The way that Ennead scene ultimately panned out in Episode 3, it didn’t feel like there was an organic place to sort of drop-in, like, ‘Oh, and by the way, this has nothing to do with the story we’re currently telling, but there’s a thing happening over here.’"
He added, "I think Marvel is getting very smart about how they sort of work in those references and cameos, and they’ll do it if it makes sense. [They won’t] do it if they hurt the story, [so] they don’t do it just for the sake of doing it. I think that was a time where they felt like, ‘We’re stretching to make this connection, we don’t really need it.’"
It makes sense if the series decided to make a reference to Gorr since they're also dealing with the Gods and it would garner a major MCU connection. However, it is understandable that they didn't make any reference since they preferred to write a great story first before doing connections or fan service. In the end, the series was able to work without making any reference to Gorr, and having him get introduced in Thor: Love and Thunder is a much better creative decision.
All episodes of Moon Knight are streaming on Disney+. Thor: Love and Thunder is set to be released in theaters on July 8.