I'll be the first to agree with you that it would be Fantastic (*ahem*) to have all of Marvel's characters under one roof and no longer have to wonder why Spider-Man can't play with the X-Men and Wolverine can't be an Avenger. It stinks, but movies are big business and it seems highly unlikely that Fox and Sony will be letting go of billion dollar characters.
If you need a reminder on where all these characters reside, there's this helpful chart:
That Sony bubble is a bit under-represented because not only does Sony have the rights to Spider-Man and Venom, but they have the rights to all of the Spidey-centric baddies - and for my money, there isn't a character out there that has as many cool villains as Spider-Man does. Even after five movies, they've only scratched the surface of the stellar and extensive rouges gallery.
Sony happily seems to realize this and recently got around to announcing a [Sinister Six](movie:1274281) movie with Drew Goddard at the helm and it looks like production is gearing up in Vancouver for the movie. Since I've already gone on record about how I think bringing Goddard into the Spider-Man world could lead to "Amazing" things, I'll just simply add here that I am really optimistic about this movie.
Traditionally, the Sinister Six is made up of Dr. Octopus, Vulture, Electro, Kraven the Hunter, Mysterio, and Sandman. We've also received confirmation from Marc Webb (as well as that mysterious facebook post that hinted about Sony's "plans" for Spider-Man) that give us a sense that these will likely be the Sinister Six of the film.
As the original comic book story goes, Dr. Octopus send out a villain open call to put an end to Spider-Man once and for all, the five recruits and Doc Ock then hatch up various methods and wackiness ensues. Or - it could be that they get together to try and enact Doc Ock's plans for world domination, with a newly reformed Sandman assisting Spider-Man to put a stop to things.
This "reformed bad guys" angle has been rumored as a possible path the movie might take - but I'm honestly hoping that it stays a rumor. It might work for a couple issues as a later version of the group in the comic books but to introduce the Sinister Six to the movies as reformed bad guys just bothers me.
Either way, what Sony will be doing is what they should have been focusing on since the first Amazing Spider-Man - world expansion. What makes the Marvel movies so successful is the sense of grandeur they are achieving. Sony may not have as many toys in their sandbox but the Sinister Six is the perfect way to make the most of things.
This is the closest Sony will get to an Avengers and by putting Drew Goddard, former cohort of Joss Whedon, in charge, they'll be on their way to achieving they're own Spider-Man Cinematic Universe.
With their proposed Spider-Woman and Venom movies they can continue to integrate and cross-over all these characters in a regular fashion and continue storylines in ways that make people want to see a movie they may have otherwise ignored. It's just good business sense.