Avengers: Age of Ultron broke a major Thor and Loki trend in the Infinity Saga. Chris Hemsworth and Tom Hiddleston’s journeys in the Marvel Cinematic Universe have been linked since the very beginning. Just as Thor became one of the MCU’s biggest heroes, his brother’s popularity propelled him to remain part of the shared universe, even after a few faked Loki deaths. They both remained key characters throughout the Infinity Saga and it was almost an unspoken rule that Thor and Loki would appear together in an MCU movie.
Looking back on the Infinity Saga, Thor is in every MCU movie that Loki appears in, but there is one exception to the trend on Thor’s side. Avengers: Age of Ultron is the only time in the Infinity Saga that Thor appears in an MCU movie without Loki. The Asgardian « brothers » co-starred in Thor, The Avengers, and Thor: The Dark World to start their MCU stories. Audiences then saw them together again in Thor: Ragnarok, Avengers: Infinity War, and even Avengers: Endgame. The Infinity Saga trend of having Thor and Loki appear in every movie together was broken by Avengers: Age of Ultron, though.
It was not always the plan for Phase 2 to break the Infinity Saga’s Thor and Loki team-up trend. There were originally plans for Loki to appear in Avengers: Age of Ultron. Tom Hiddleston filmed a cameo that would have seen Loki appear in Thor’s nightmare sequence generated by Scarlet Witch. The scene kept one Thor cameo as Heimdall (Idris Elba) plays a role in the vision of Asgard’s doom, but Loki’s role in Avengers: Age of Ultron was cut as post-production continued.
The reason why Loki’s Avengers: Age of Ultron cameo was cut apparently was audience confusion. After the movie’s release, Tom Hiddleston explained that test audiences thought Loki’s presence in Thor’s dream somehow meant he was controlling Ultron. That is potentially due to the importance of Loki’s scepter in the sequel and Ultron’s plan. Instead of attempting to change Avengers: Age of Ultron to make it clear Loki had no influence over Tony Stark’s killer AI, Marvel Studios and director Joss Whedon decided it was best to cut the planned Tom Hiddleston cameo.
The Multiverse Saga has since continued to separate Loki and Thor’s MCU stories just like Avengers: Age of Ultron did. It has created a growing desire to see Loki and Thor together again in an MCU project, and that reunion could happen in the future. Loki season 2 could easily include a Chris Hemsworth cameo potentially. However, the importance that both characters continue to play makes it quite likely that they will be in Avengers: The Kang Dynasty and/or Avengers: Secret Wars. These event films could be where Thor and Loki’s MCU reunion happens and potentially even allows Hemsworth and Hiddleston to exit the franchise together.