the point is that it's fine for these movies to exist in the same universe so long as certain elements don't overlap. (as long as Rocket Racoon doesn't show up in a 'serious' Iron Man movie. So long as B'dg doesn't help Commissioner Gordon solve crimes in the next Batman movie). Same thing.
We already knew that Iron man was in the same universe as Thor when Thor came out. Thor was the introduction. When Thor came out, people weren't pissed off that Iron Man 1 suddenly takes place in this world with norse gods.
So how is this any different than TDK (Iron Man) and then MoS (Thor).
Also, how is Captain America a stepping stone when it comes afterwards, when the supernatural had already been introduced to modern day back in Thor?
How do the after credit scenes of any of these movies (Nick Fury, General Ross, Loki in the mirror) act as stepping stones to introduce the supernatural when it has already been introduced, full blown, in Thor?
Before Thor was released (or rather, before the trailer was released), people were all thinking the same thing. That all the supernatural stuff (norse gods? seriously?) would feel wildly out of place.
Can you see Betty Ross chatting it up with Rocket Racoon? Same thing. It's a non issue because they'll never have that happen, because it's stupid. The same way that Batman hanging on Oa would be stupid. Even the Justice League comics don't do this. (from what I understand)