We kinda already have Yami Marik, so there's little reason to use regular Marik. Plus, Aigami was only canon to a specific movie, so it'd be pretty much like asking for Anubis to show up.
It's not the same, Anubis was created for a movie that isn't canon for anything, meanwhile Paradox from the 2nd movie is canon for the anime (at least for 5d's) and Aigami is canon for the original manga
I don't think Anubis has ever been confirmed NOT to be canon. Just doesn't have in-universe evidence the movie IS canon like Paradox does. (Unless you're one of those that doesn't believe the DM-era anime canon is "canon" if it doesn't follow the manga, which doesn't make sense due to GX.)
It is not canon. In the manga, Pegasus was killed by Bakura. On the other hand, in the movie, pegasus was alive. The Pyramid of Light isn't canon.
The Dark Side of Dimensions is canon, it was the final for the first series that Takahashi wanted. It is confirmed as a canon movie. Indeed, he draw a little oneshot about the movie.
I don't get why people think Duel Links cares what's canon to the manga. It draws influence from every canon, it's not based on any one specifically. It references both anime-only and manga-only events constantly.
Also, there's a more obvious detail as well: The GX ANIME is clearly the "main GX canon" used here. That is canon to the DM anime, NOT the DM manga. So the DM anime has to be canon here