Nobody wants to know absolutely everything about a sprawling shared storyline that spans almost twenty movies. There is magic in mystery and the way Kevin Feige has always spoken about the MCU suggests that even the smallest details might well come back in a big way years down the line. That's just part of how they seed their storylines, so there's no reason to think some of their unexplained mysteries might not be explained into Phase 4 and beyond.
For now, though, they remain unanswered, leaving fans to scratch their heads and pose their own theories to fill in the gaps. These aren't mere plotholes, which are more about accidental gaps in logic - for a mystery to really be a mystery it has to be provocative in some way and intentionally placed to inspire intrigue.
That doesn't necessarily mean that they'll ever be explained, because Marvel knows the value of keeping some things back, but it's clear that they all urge fans to talk about them all the same...
Obviously, Natasha Romanoff's mysterious past is a big part of her appeal as a character, and though we're going to get to see her story actually explored in her own solo movie, there are still some major questions around her.
For instance, what happened when she defected? How did she escape the Red Room? What red is in her ledger? And most importantly, how does she know Bucky Barnes?
That fact is revealed in Captain America: Civil War when the pair come face-to-face in battle and Black Widow desperately questions why he doesn't recognise her as he chokes her. This isn't just a matter of her recalling them fighting in The Winter Soldier, she's implying a shared history, and hopefully, we'll see the mystery unravelled in Widow's own movie in Phase Four.