I mean, I'm a Lorna fan who's seen a lot of Lorna being misused to promote other (usually male, usually Havok) characters with people insisting those uses were/are perfect treatment of Lorna and I should be ecstatic over them, so.
Not having watched it and with no plans to do so (until a) Wanda and Pietro are Magneto's kids again and b) Lorna gets one of several things she needs in the comics), I'm going to say something that'll sound strange coming from me and say... I'm glad they didn't appear in Wandavision.
Don't get me wrong. If Lorna had shown up in Wandavision, I most likely would have watched it, for the same reason that 2015 and earlier I would buy comics just cause Lorna showed up in them. But that's entirely separate from if her showing up on Wandavision would've been the best approach.
Among the Magnus family, Wandavision is about Wanda. Pulling in the whole Magnus family for it would've distracted from that objective. I also think Lorna and/or Magneto showing up would've undermined Pietro's appearance, and both Wanda and Pietro really needed that spotlight on him given their separation in films.
It will be better, in my opinion, for Lorna and Magneto to factor in with something else in the future.
Random idea, maybe instead of starting with Magneto, we could have Lorna and Wanda interacting as sisters first. One or the other shows up revealing they're sisters. Which, more realistically it would be Lorna showing up since she and mutants have yet to be introduced. And now I'm inventing a head fanon of how this could go down, with a film/show all about this with Magneto actually being Wanda and Pietro's father being the "big reveal" at the end. Might seem predictable, but the Agatha Harkness stuff in Wandavision was predictable too and it didn't stop speculation. Wandavision, I think, provides a good road map to emphasizing the value of these characters for themselves - which is really necessary to get the most out of the family as a whole by the time Magneto comes into play. Starting from the "bottom" of the family tree, not the top.