Warning: SPOILERS Below For Avengers: Infinity War!
Ant-Man & The Wasp receives a bit of mild set up in Avengers: Infinity War. Hitting theaters this July, the sequel directed Peyton Reed, who helmed 2005's Ant-Man, actually takes place before the events of Infinity War, which helps explain the absence of Ant-Man from the big Avengers team-up.
In Captain America: Civil War, Scott Lang turned out to be an impact player when the Falcon recruited him to fight for Team Cap, but the shrinking superhero ended up paying a heavy price for getting involved in the Avengers' breakup. This directly affected why Ant-Man missed Infinity War. In Civil War, Ant-Man was imprisoned in the maximum security facility called the Raft, along with Sam Wilson, Clint Barton, and Wanda Maximoff. Apparently, when Steve Rogers arrived to stage a prison break at the conclusion of that film, he only took Wanda and Sam with him.
We find out during a quick bit of exposition in Infinity War that instead of becoming international fugitives with Captain America, both Hawkeye and Ant-Man cut deals with the authorities to be placed in house arrest in their respective homes. The reason being is that both Clint and Scott have families who would suffer if their fathers went on the lam. Scott's greatest priority is his beloved young daughter Cassie Lang back in San Francisco, and she idolizes her father.
When the Avengers rallied together to protect Vision and the Mind Stone from the Black Order in Wakanda, they opted not to recruit Ant-Man or Hawkeye to spare them and their families another round of superhero conflict. Besides, at this point, the Avengers probably don't know who the Wasp is. After all, they barely even know Ant-Man.
While the Avengers certainly could have used the extra firepower against Thanos' alien armies - Scott's shrinking and his ability to become Giant-Man do rank him among Earth's Mightiest Heroes - it's understandable why they didn't want to drag Scott or Clint into another war with aliens.
Meanwhile, the Ant-Man & The Wasp trailer sets up an adventure where Hope Van Dyne and Scott violate his house arrest and go on the run together to find Hope's mother Janet Van Dyne, the original Wasp. Janet has been missing in the Quantum Realm for decades, presumably been shrinking into infinity. Because the events of Ant-Man & The Wasp happen between Captain America 3 and Avengers 3 we won't know the true status of Scott, Hope, Janet, or Hank Pym until their film comes out. So it's possible that even if the Avengers did come calling, Scott Lang wouldn't be available to answer because he's on the lam or even missing-in-action as a result of his own film.
An intriguing possibility, however, is that Ant-Man & The Wasp may tie into what happened to Captain Marvel, whose debut was teased in Infinity War's end-credits scene. Captain Marvel, starring Brie Larson as the titular superhero, takes place in the 1990s (a few years after Janet Van Dyne was presumed dead) and will explain why Carol Danvers has been missing for two decades and has not been mentioned in the Marvel Cinematic Universe before now. We may even learn Ant-Man and the Wasp have also been missing in the Quantum Realm all along like Captain Marvel is presumed to be.
While Infinity War's stinger sets up Captain Marvel as a saving grace who could help undo the devastation Thanos reaps, Ant-Man and the Wasp are also appearing in next year's Avengers 4. Scott and Hope may then join Carol in answering the call for help. In the meantime, fans will have to wait until Ant-Man & The Wasp is released in July for their fix of the diminutive duo and the answers to how their missing puzzle pieces fit into the Avengers' big picture.