Exactly.
Mandarin hasn't been "teased" at all in the IM series. Mandarin hasn't even *existed* until IM3. The only thing remotely hinting at his existence was, of course, the name of the terrorist group (Ten Rings). If they'd intended to tease Mandarin, they would've at least mentioned him by name, shown some shadowy silhouette, implied that there was one man who was the driving force behind Ten Rings, etc. Fav chose to do none of that; and Black even initially went into IM3 without any intention whatsoever of including Mandarin in this movie. (Ghost was the original villain of the IM3 script.)
OTOH, Thanos has not only an implicit presence in the MCU by now, but an explicit one as well. They're not going to string audiences along for 6 frickin' years before delivering a payoff.