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Mega Man 6. A bunch of robots are kidnapped by a "mysterious" Mr. X, who claims to have been "manipulating that fool Wily all this time." What's even lamer is that Mega Man is actually surprised when Mr. X reveals himself to be... wait for it... Dr. Wily.
Much of the plot of Mega Man 9 is explained in a manga that never left Japan. The result is that Roll and Mega Man come off as cold-hearted and stupid towards the plight of the robot masters in the game. Let us remember that, as creations of Dr. Light, they are Mega Man's siblings. In the manga, it's revealed that Mega Man never actually kills any of the Robot Masters in the series, but simply disassembles them so Dr. Light can remove their violent programming. Hey Capcom, it would be nice to know that!
Then Mega Man 10 comes along. A mysterious virus is infecting robots. Dr. Wily happens to drop by and very conveniently says he's been studying this virus. Mega Man and Dr. Light never question his intentions, despite the heroes instantly deducing Wily's hand in the problems in the last game. Okay, Light, time to put away the ball, you're supposed to be a genius...
Speaking of, how long is Capcom gonna continue to cocktease us with all of these Red Herring Twists for the definitive connection between the original series and the Mega Man X series? First there was the whole thing with Wily convincing the robots to rebel against their expiration dates in 9, which could've been an awesome starting point for Wily's look into the mindset of how to make a robot rebel for his Maverick virus, but the aforementioned Overly-Long Gag was shoehorned in at the last second, then in 10, it's learned that the Roboenza virus was Wily's creation, which could've been the originator of the Maverick virus, but instead, Wily hands out the cure for it himself, at the end of the game. What the hell? Quit teasing us, Capcom, and give us what we want, no more carrot-dangling.
Mega Man 7; near the end the titular hero decides he's getting pretty tired of Dr. Wily's shenanigans and threatens to kill him. Uuh, Megaman? Statelaws, again?. While one could certainly share this viewpoint (as Wily is a career villain after all), it comes completely out of character, and leads to question why the 7th time around instead of the 3rd, or the 4th. Best of all? Wily is then saved from certain death by none other than Bass, who is stablished as feeling comtempt for everyone. That scene was one big ball of BLAM.
Come the ZX series, it turns out that the reason there's no distinction between humans and reploids anymore is because of laws enacted by Legion in order to end discrimination once and for all: Humans must have mechanical body parts, and reploids must have lifespans. Like, what happened to one's freedom of identity? That would be like if, in real life, instead of schools teaching about racial and ethnic diversity and tolerance for such, all the white people and all the black people had to have their skin artificially turned yellow/brown in order to put an end to racism. There would be protests, riots, and revolution up the ass!