It turns out Moon Knight set a few new firsts for the MCU. Not only did it feature the first Arab superhero in the franchise, but it was also notable for being the first Disney Plus Marvel series to not include any guest stars from the wider cinematic universe.
Indeed, the show was very light on connections to the rest of the MCU and while many expected maybe Blade or Black Knight to appear, neither of them did. So, whereas we got Baron Zemo in The Falcon and the Winter Soldier, Wilson Fisk in Hawkeye, Sif in Loki, etc., Moon Knight decided not to bring anyone in. And it fared just fine even despite that.