Sure, but during editing it comes down to a question of "where does this fit in the narrative and what does it really add to the story"? Over the years I've seen probably hundreds of deleted scenes on DVDs that seemed like great scenes in isolation, but when placed in context they're either detrimental to the pacing and/or tone, were a superfluous distraction or just flat out redundant information.
In this case; this is Carol's movie, not Yon-Rogg's, so we the audience don't need it spelled out what a massive egotist he truly is unless it directly relates to Carol's arc in a significant way. And if the scene has no other vital information in it then it's gotta go. It would have been different if it were a thing Carol could witness and react to, but I don't think that would be possible given how one "visits" the SI. Indeed I suspect where this scene would have fallen would have been while Yon-Rogg was enroute to Earth, which probably means it was a conversation about things the audience already knows, or will be repeated on other scenes down the line anyway.
I suppose they could have gone with a post credit scene of him reporting back to the SI, but that would make *three* post credits. That seems like it'd be pushing it and might cause some confusion given the next time we see Carol it's decades later and no mention of either of those two antagonist is made or even alluded to. Plus it's entirely possible that 'Captain Marvel 2' will have nothing ot do with either of them, so why drop a foreshadow?