James Bond is far more based in reality than the Marvel movies. We already saw supernatural elements in Marvel movies with
Ghost Rider and
Blade. True, they don't technically count for the Avengers movie-verse because their rights are tied up in other studios, but they were successful films that put the idea of supernatural stuff in relation to Marvel's comic characters in people's minds. It's not entirely unprecedented. Moreover, they didn't feel the need to explain Ghost Rider or Blade as anything other than what they were in the comics, either: the demonic result of a Faustian bargain and a half-vampire, respectively. Hell, the movie Blade was even more supernatural than his comic counterpart, given that before the movie, the comic version was just a dude who was immune to vampire bites. They turned him into a half-breed in the comics
because that take was so successful in the movies.
No one's asking Tony to accept it. In the comics, Tony questioned the inner workings of Thor's powers plenty of times and, until he actually visited Asgard himself for the first time, he didn't actually believe Thor was a god. (I suspect he still has his doubts about it to this day, in spite of visiting Asgard on numerous occasions, too.)
But the audience doesn't need Thor's powers explained to them beyond saying Thor's a god who lives in another dimension--heaven to the ancient Norse, some place called Asgard to the rest of us. Just like the audience doesn't need the Hulk's transformations explained to them beyond saying, "Bruce was working on this scientific process and it was turned back on him, but instead of the intended effects, it turned him into a rampaging, 15-foot-tall green monster." We never get a detailed explanation of what Bruce was working on or the exact process of how it turned him into the Hulk because 1) that would never actually happen in reality, so there's no way to 'realistically' explain it, and 2) if they tried, it would just be meaningless technobabble that would bore half the audience to sleep.
If even the 'science'-based heroes don't need explaining, why should Thor? Saying he's an alien is just as arbitrary in the context of the fictional universe as saying he's a god.