In order for the MCU films to be fun, you need to forget that Odin exists. The All-Father is one of the most powerful beings in the Marvel Universe and more than capable of resolving any and all issues here on Earth. Heck, he can even take powers away from other Asgardians, as he did to Thor in the first film. This knowledge makes it very difficult to get invested in anything that happens in the Marvel movies - at any moment, Odin could just show up and literally fix everything. OK, this will no longer be the case when Thanos shows up, but until then Odin is the man. Take the battle of New York, for example. Instead of sending Thor to Earth to collect Loki, Odin could have easily done it himself. He could have conjured up some dark matter, gone to Earth, stripped Loki of his powers, and then brought the God of Mischief with him back to Asgard without breaking a sweat. Sure, you can't expect Odin to show up every time there is a minor niggle, but Loki attempting to enslave the human race is a pretty big problem, and certainly worthy of the All-Father's attention. But then the movie would have been called Odin instead of The Avengers, and wouldn't have been nearly as awesome.