Now, now. This theory is called Hero In The Dark for a reason so don't ask me why. Don't you know that
Lucario might be the 'Light' in Zoroark? And Zoroark might be the 'Darkness' in Lucario? Both Pokemon are based off canines, and both of their full evolutions stand on two legs. That might not be the proof, but might it be that they used to be one species, then made into two just like Zekrom/Reshiram merging with Kyurem as a vice versa. Our ancestors used to say,"There is always light in the dark, and there is always darkness within light." Could Lucario and Zoroark be those two creatures? Who knows? The two Pokemon are
always fighting over something, and it also might be for one reason, to find which side shall triumph, Light, or Darkness. Mega Lucario somewhat explains more about this bond. Mega Lucario is more related to Zoroark by the view and the colouration pallette. If Mega Lucario was what the two Pokemon used to be, why only Lucario gets to be back as their origin? This explains that the Megastones have been part of the evil teams, even if they give the benefits of power to the holder, they still make them weaker for certain reasons. This is why most people dislike to Megavolve their Pokemon. But still, Zoroark has the power to transform, resulting in, Mega Lucario is incomplete. Their true form might look different and more unique than Mega Lucario, and they might be able to reunite as one again.