Some people may feel that way because there is so much emphasis on story in the MK franchise. I know other fighting game franchises do attach a story to their games, but I don't think anyone cares about it to the extent that MK fans do.
Some of it may boil down to the fact that MK games have included Konquest Modes, Story Modes and whole spin-off titles dedicated to telling its own story. I think the first MK movie was the most successful movie based on a fighting game.
If the story is this big a factor for fans, people take it seriously, and don't see a need for it to be "polluted" by characters or elements from other franchises. It will make some people think "How the hell does Freddy Krueger fit into all this?"
This doesn't just apply to Mortal Kombat, though. The U.S.S. Enterprise taking on the Death Star may be a cool-looking fight, but Captain Kirk would look very silly if he were told "These aren't the Droids you're looking for. Move along." You can't take it seriously.