Originally Posted by DrCosmic
That makes Thanos the main villain. You even say all the other villains are side quests. That means they're not the main villain. If he does infiltrate the Treasury room, that will be the side quest, a relatively minor plot point, like SHIELD in IM2, or in Thor, not the catalyst for the rest of the action in the movie. And doing so with a bad guy you're not going to get closure with... I don't see how that can be a good movie.
Eh, I know it's risky to set up a main villain and not get a payoff in that same movie, but you can look at it the same way as Sauron (or even the Nazgul) in LOTR. The Nine don't take on Sauron until film three, but in the meantime, you've got plenty of action against the Balrog, Saruman and Gollum.