One thing you can do is have MLB importing historical players "in the background". MLB is active as a league, it has a draft of historical players every year, but no games and no playoffs. Then, the day after the draft, you can just one-click release everyone on an MLB roster and they'll all become free agents. (It may also be possible to just have the players import as free agents directly, I'm not sure.)
If you keep MLB rosters as frozen those teams shouldn't sign anyone, and you can just use MLB as a utility to bring historical players into the universe while your fictional leagues also generate fictional players. I've done this in OOTP19, but not 20 yet. Getting the right balance between historical and fictional player strengths is difficult, but should be possible if you want a mixed historical-fictional league.
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