I actually have a gripe with the MCU - I've just made a run through the Captain America Arc, and they set up threads that have yet to be resolved. So, in my opinion, Caps not done. Neither is Stark. Neither is Thor.
They just introduced Zemo, one of Caps arch nemises, and he didn't get the axe like so many other villains. The Red Skull isn't dead yet. He fell through a portal to god-knows-where, so he could be brought back.
I'm working on the Thor Arc Next, and I would be excited to see more of the 9 realms and their inhabitants in detail.
Each movie is a very small event when you think about it. Quite frankly, some of these characters deserve a series much like what Quake got out of Agents of Shield, or the Defenders group on Netflix. (Aside: I so want to see one or two Defenders cameo when Thanos hits New York. I really do.)
They hint at a lot of other little things going on between the films, more than just down-time. Cap's active as a shield operative between Avengers and Winter Soldier, for example. Thor has his ongoing number of campaigns to protect Asgard and its territories, which can be entertaining stories in their own rights.
The movies, sadly, only focus on key events, and only tickle the imagination of what might have happened in between these spotlights.
They were a great starting point, showing what could be done with the franchise. But, I want more of those characters, a more fulfilling and complete set of arcs, and not one limited run.