It was a surprise to some when Thanos wasn't announced as the villain of the second Avengers movie, but given how much movie studios love trilogies, it really shouldn't be that shocking that Marvel's end-boss is being saved for Infinity War's two-part saga. This serves a dual purpose: it allows Age of Ultron to just be a movie about Ultron without needing to juggle villains (as has been a dire problem for so many comic book movies over the years), and it also means that the lead-in to Civil War can be completely streamlined. Without diverting attention to Thanos, whether in the movie proper or in a mid-credit tease, the film can simply train its focus on what's immediately next, and that's definitely a good thing.