Thanks to Slash for sending this piece of info in.
The above is the photo of Metal Slug Complete advertisement taken from the back of November issue of Tips & Tricks magazine (issue #141). But the main point of interest is not about the ad, but rather about the platforms that the text says the game will be available on.
But since SNKPUSA has removed the Metal Slug Anthology for PS2 section on its message boards a few days ago, there is no solid confirmation on whether or not this will make it to PS2. Maybe it was just a miscommunication between SNKP and SNKPUSA, but who knows?