While at the point of the first Avengers movie Thanos’ big plan was in motion, he was still operating in the shadows. To the outside observer, the attack on New York looked like Loki raising mischief and trying to find a world to dominate, not Thanos trying to assemble the stones to snap away half the universe.

Same could be said about GotG and the power stone. Thanos used his associates to try to collect the stones to obfuscate his plan. This was likely intentional as there were some players in the universe that could have thwarted things for him (Odin, for example).