DC is unlikely to ever sell him off, but Marvel has the Captain Marvel trademark and they won't sell that, so it is a stalemate.
But let's say Shazam does migrate to Marvel, despite DC thinking he is too close of a Superman rip off. Would he fit well in the MU?
I think that yes he would. PROVIDED he is not retconned/shoehorned into continuity as a retried character making a comeback. he needs to be brought in brand new to continuity, as Billy Batson having just gained his powers.
marvel has Superman analogues in Hyperion and The Sentry (hate that character), and they have the rights to Marvelman which is basically the U.K. version of Shazam. So Shazam should fit in rather well, perhaps even better then Hyperion or Sentry.
Also another hero that can give the Hulk a good fight can't be bad to have around
Firstly,his name is Captain Marvel,NOT Shazam! Shazam is the old wizard who gave Billy Batson his powers.
I dunno about Captain Marvel fitting well in the MU. It would be interesting to see how his rogues gallery would. Mr.Mind/Scarlet Beetle team-up anyone?