In Marvel comics, there's a tradition of the No-Prize. A silly in-joke that's no less persisted down the decades, readers can win a No-Prize (literally, they get no prize) by writing into the letters column of their favourite book and providing some sort of complicated explanation for a plot hole that was missed thanks to editorial/writing oversight. With the case of Loki's sceptre in Age Of Ultron, there's surely a No-Prize-worthy explanation of how it fell into the hands of Baron Von Strucker and his faithful HYDRA hordes. They half-inched it whilst the sceptre was in the possession of SHIELD, before it was revealed that HYDRA agents had long since infiltrated the organisation. Still, there's a lack of explanation in the films themselves, which could easily have been cleared up with a single line of dialogue, some off-handed remark. Instead, the mid-credits scene of Captain America: The Winter Solider that reveals the creation of Quicksilver and Scarlet Witch thanks to the sceptre is a total non-sequitur, since the audience has no idea how they got it.