Actually, she did get to appear on a special episode (10th year anniversary special if i'm not mistaken). It wasn't at the end of the saga and she probably didn't get as much screentime as Ash, but we would be lying if we said she didn't get to participate in one. That is why i didn't mention her. But i did mention Max, so you shouldn't act like i wasn't recognizing there were exceptions.
Either way, May got something even better than a special, which was an entire arc on the DP series.
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The Mastermind special that aired during AG in no way counts as an-end-of-series special when a character leaves and shows up again like every other character. May never got a special when she left at the end of AG. Which is quite strange, because back in 2007 people did think we'd see something of her in Johto along with maybe Drew/Harley but it never happened. DP had something of a fresh start because even though Dawn was a coordinator, neither Ash nor Brock made any reference of May in those early DP eps till she showed up. Which is weird at the time, given DP was still continuity heavy and referenced old sagas all the time.
It's also noticeable that when Charizard came back in BW, the writers flashbacked to all of Charizard's Kanto/Johto eps with Misty/Brock, but purposely left out its AG appearances so May and Max didn't appear in flashbacks. If anything Serena is treated sort of similar to the way May was where it feels like she's more or less put aside until whenever they want them to appear again.
Of the past girls that left, Misty got the most (obviously, she has numerous specials and cameos, more than any other girl), and Dawn got a very generous 9 episode cameo in BW, the longest any old character returned even if the eps themselves didn't do her justice. May, Iris and Serena were all treated very poorly after they left, so it's pretty obvious some favortism on the writers part. If there are DP remakes in the next few years, I'm very curious to see if Dawn gets another cameo. I wonder how people will react if Dawn gets to come back yet again whereas May/Iris/Serena never got to appear once more. I don't know if she will or not, I'd say it's a 50/50 shot if the writers will use her or just advertise Piplup with a new girl like in Movie 20.