Canon isnt a term used to define an event described in a work that doesnt happen. Its a word that encompasses all works in a particular subject.
EG- "The Shakespeare canon"
Likewise, the Mega Man canon encompasses the two universes of the Mega Man franchise. (Classic to Legends and EXE to Star Force)
Just because one particular chain of events in some of the games are not the ones that the main timeline follows, does not mean they are not 'canon'. Thats misusing the word. Not canon would be say... If Bandai released a side manga based on X5 that had Zero turn into a flying monkey. THAT would be not canon to the games; because it was not made by capcom as part of or relating to the games.
Like I said, they are merely other endings. Simply other paths. Other branches.
To steal your comparison type, all because in Dawn of Sorrow, Soma doesnt actually become Dracula, doesnt mean that Julius mode is any less canon. It is another branch. One in which Soma DOES succumb and become Dracula.
X5's bad scenario is just as canon as the true scenario. Its not a matter of 'canon' but of which occurrence actually follows through in the timeline.
to use another comparison, remember those "choose your own story" Goosebumps books? All possibilities are canon, they are all written by R.L. Stine, and are all in the book.