As it is known, Mega Man X8 and Command Mission were the last two games made for an adventure. Sure, there was Mega Man Maverick Hunter X for the PSP but really it was a remake of the original Mega Man X game. As of right now, there has not been a conclusion reached to lead towards the Mega Man Zero series.
There is a case that can be made to have a Mega Man X9 only for the sole purpose of having a conclusion. It would be a way to finish off the X Series completely and then bridge the gap all the way to the Mega Man Zero series that actually did have a conclusion shockingly considering the trend with the Classic and X Series prior to that.
This can actually be used as a way to give the series a good send off but it does not need to have a CD and could be used as a downloadable item in the first place. It can be one that can be available for all systems such as the Wii, Xbox 360, and the PlayStation 3. Of course, it would be on their respective Internet options. What it truly can do is give out a sequel that could have a conclusion if indeed it would be the final one.
Here is an idea for a storyline. Sigma is dead for good but there is another threat and it could be the start of what would be considered The Elf Wars. It could even have a bit of a story with Dr. Weil, whom was used in the Mega Man Zero series but involves more of what he was beforehand. If they wanted to, they could mention more of Dr. Wily about how he created him.
There could be more with the characters of Mega Man X and Zero. If Axl would be needed, then by all means use him but otherwise it really isn't necessary. As long as Sigma is left out of the picture, then quite honestly it can work. If anything, it can also explain what in the world happened to Mega Man X and how everything had changed overtime. This really should be explained albeit in more detail. As a matter of fact, it can even be tied into the fact with Omega as a major boss battle if not the last one being controlled by Dr. Weil.
Does Mega Man X9 need to have new graphics? Not really because quite honestly Mega Man 9 didn't exactly have graphics any higher than that of a regular Nintendo game. It can have two separate looks whether it is the look from the PlayStation Mega Man games before Mega Man X7 or even have the Super Nintendo style as well. Maybe two different styles and of course have the difficulty level item set up as to what mode to play it in.
Overall, it really would have to be done for the sake of a conclusion but it must be well done without question. There would be no need to go for a Mega Man X10 to be created. It can just be downloadable like Mega Man 9.