If they are not in the stone we should still see where they may go.
T'Challa could be in the Astral Plane with his dad.
Strange can be wherever Ancient One went. If they want to bring Mephisto in the MCU maybe he has his soul.
Hel, Valhalla, limbo, etc. It would just be nice to know.
I can see a couple of problems with this, one from a storytelling point of view, and one from a purely business perspective.
Storytelling wise, I think if you see characters still alive, in any sort of form, you lose impact from their deaths. I could accept this with Asgardian characters perhaps. Odin after all does in Ragnarok, but is seen later by Thor in a vision. But what exactly this is is unclear. The fact that Asgardians are as close to Gods as they can be, you have some wiggle room.
But seeing Spider-Man chilling around heaven, or limbo or wherever....I think it takes away from the impact of him being dead. On top of that, this isnt just the Avengers or Wakandans that have disappeared. Its half of every life form in the universe.
Surely theyll have all gone to be same place? Or theyve all got to their respective afterlives... which leads me to -
Business reason - I cant imagine Disney or Marvel want to potentially isolate any of their audience by going into which different afterlives exist in the MCU.
I know they have somewhat shown this with Odin, and Black Panther, but these were shown as being somewhat obtuse, and without any real clarification that these were definite afterlives.
If you show these characters have all gone somewhere, it will be to that same place. It will be somewhere clearly fictional and only existing in the MCU - like within the Soul Stone.
Although I quite like the idea that after the Avengers succeed in defeating Thanos and saving the universe, you have all these people really furious with the Avengers because theyve been dragged out of their respective heavens where actually, they were quite content.