Not sure why Marvel Studios is making the Tesseract a "Gem" but it appears they are. Along with the aether and who knows what else. I suppose we'll find some other items in the Guardians of the Galaxy movie.
And yes, Thanos should be able to solo that team of Avengers by himself, though I suspect he didn't just go get it because Thanos ALWAYS has his main plan concealed...
"MCU's Best Villain....coming soon."
Simple: he sent the pawns in first to see what type of resistance the earth would offer. Now he has a bearing on what to expect the next time he launches a full-scale invasion on earth.
"This bold vision of the future requires a vast military dedicated to upholding the enactment of universal laws which are necessary to ensure galactic harmony.
In truth, these actions are taken merely to protect us from those who would invade, enslave, or foment political dissent, and to punish accordingly any who engage in such acts.
Look on our new military not as trespassers or interlopers, but as gatekeepers, here to shore up the Emperor's vision of a pacified and prosperous galaxy."
By now we know Marvel wants to do an Infinity Gauntlet type story for Avengers 3.
And since Loki is popular, Marvel finds ways to give him more screen time.
I think he may play the Mephisto type role by Avengers3. If you read the infinity gauntlet you know the role im talking about. Thanos's sidekick but scheming on the side to try to take the gauntlet from him.
I dont think there is time (before A3) to introduce Mephisto in the MCU. Loki would fit perfect, as he is already established. Also Thanos is most likely going to Asgard to get the tesseract. When Thanos gets there Odin(loki) could bow to Thanos in a "WTF" moment, before handing him the Tesseract and joining him.