5. Other Countries/Organizations Have Access To Tesseract Technology
In the second episode we see that the Peruvian government was trying to obtain the mysterious object found in their country, even if it meant directly attacking an organization as formidable as Shield. There's no denial that if there's a device as powerful as, well, pretty much anything related to the Tesseract, entire countries and organizations will fight for it. And it's also pretty obvious that you need an especial kind of equipment to detect if there's alien technology somewhere. We can safely assume that Shield aren't the only ones who can trace devices that use the Tesseract technology, there might even be some organizations that have access to some of the weapons Hydra had during World War II. We don't know if the base seen in The Avengers was the only facility in which they had technology related to the Tesseract, and if this week's episode showed us something it's that even an organization as powerful as Shield can have important assets stolen from them.