The Marvel Cinematic Universe, or MCU, has turned weaving characters and storylines throughout its various movies into an art form. All twenty-three films in this mega franchise take place in the same universe, and so some storylines set up in the Iron Man films find themselves resolved in the Captain America films.
However, although everything is connected, that doesn't mean every single character, plot element, or story beat from one MCU film has to show up again in another. For every epic, all-consuming Avengers: Infinity War-like crossover film, the MCU will also put out a smaller, more contained movie that's usually every bit as good as its much larger in scale counterparts.
Unlike Infinity War or Endgame, where we've seen just about every major character before and will see them again, some of the characters in these smaller MCU films can be one and done, leaving the MCU as fast as they entered it.
While some of those characters may appear in a quick cameo in a different MCU film, TV show, or property, they mostly disappear after their one real appearance which actually affects the story of the MCU.