It's not a straightforward reason. Maybe it was because Captain Marvel had a significant impact or popularity that influenced the naming of the comics.
It could be due to the lack of understanding of Captain Marvel's character. Her backstory is quite complex and different from some traditional superheroes. If a writer doesn't fully grasp it, they may choose not to include her in their fanfic. Also, the way she was introduced in the MCU might not have resonated as much with some fans as other characters, leading to less fanfic about her.
Shazam belongs to DC Comics. DC has developed the character and its related storylines over the years. The powers and origin of Shazam are integral parts of the DC universe.
It's named Marvel Comics probably because it represents a unique brand or identity within the comic industry. Maybe the founders chose the name to stand out and create a distinct image.
It's wrong because it objectifies a character who is meant to be a role model. Captain Marvel is a hero who represents strength and courage, not an object for sexual fantasies.
Captain Marvel is Carol Danvers. She gained her powers through an interaction with alien technology and has become a powerful hero in the Marvel universe.
He might cry because of loss. In the story, he could lose a friend or a mentor. Such a loss can be extremely painful and cause even the strongest characters to break down. Captain Marvel, despite his power, is still human at heart in many interpretations, and the pain of loss can be overwhelming.