I'm entirely okay with this. Introducing Pym at this particular intersection wouldn't lend any particular emotional weight or responsibility to Ultron's origin. With a few exceptions, Whedon seems to know what he's doing; I think that's probably the case here.
Also, I'm still less than certain the Ant-Man movie isn't going to be the new Marvel cinematic universe's first actual stumble, so anchoring oneself to it, even in a relatively intangible way, probably wouldn't be the best call.
Also, I'm still less than certain the Ant-Man movie isn't going to be the new Marvel cinematic universe's first actual stumble, so anchoring oneself to it, even in a relatively intangible way, probably wouldn't be the best call.