There’s nothing actually new about this Captain Marvel. Marvel, through very strange stuff, got access to the name but not the character. Since the 60s their Captain Marvel has had nothing to do with Shazam or Billy Batson. And their Captain Marvel has been a woman three times, Carol Danvers (the character being used in the movie) switch from Ms Marvel to Captain Marvel 7 years ago.
Not too strange - the owners of the copyright(/trademark/whatever) for the original Captain Marvel allowed it to expire.