He was killed by Ultron. Only people who died from the Snap were brought back.

The stones can't bring people back from the dead. Thanos erased people from existence (he didn't kill anyone) and the stones can reverse that.

Other possible reasons: They didn't think of it, they would have need to use the stones again and didn't want to risk someone dying, They wanted to leave the non-dusted dead, dead, They can't because his soul has alrearly moved on so they would need to deal with some celestial being

Same Reason that they couldnt bring back Nat: They died not because of the Blip, but because of something else. Also, X-Men used Pietro (Peter) more than MCU, and, technically, MCU and X-Men Franchises are in the same universe. In Deadpool, Wade says that he has cancer and that if they gave him a bow and arrow, then he could be hawkeye. Interesting.