Very much the Norse equivalent of yin and yang in the Marvel Cinematic Universe: you cant have one without the other. The two Thor films and his role in the Avengers have made the God of Thunder a resounding heroic success in the MCU, but by extension, these films have also included his half-brother Loki and made him into a truly endearing master-villain. Thor and Loki naturally segued into The Avengers, creating an unbreakable link between the two franchises. While this could be perceived as simply good story-telling, it also reinforces the continuum of the MCU by establishing the framework for the stories and others like them to occur. This goes back to the idea of canon that was earlier mentioned, for fans to reference. Thors heroism and nobility is sharply contrasted by Lokis lust for power and manipulative nature. These can be clearly seen in both Thor films and in The Avengers which are three films that represent a significant part of the continuum. Thats a lot of production time and box office numbers to consider before removing these characters from the MCU. Their existence is not only integral to the past canon, but also to the future of franchises, and the brother versus brother motif is too much of a great plot line to waste.