There’s a reason why Thanos should stay dead in the MCU as James Gunn suggests, and it is because there are a lot of other villains out there, some that are just as bad, and some that are worse. Thanos is by far and large one of the most demented and evil characters in the Marvel universe, even though he’s helped out the heroes on a few occasions throughout his time, more out of mutual benefit than anything. But in the MCU I would agree that there does need to be a lasting consequence when it comes to the characters meeting their end, otherwise it becomes just as ridiculous as the comics have been for years. It’s a little hard to say this since some characters would have been dead for quite some time, favorite characters in fact, but as Neeraj Chand of MovieWeb mentions it does cheapen the whole idea of a character dying and even trivializes it when one comes to think of how easily movie magic can be used to bring back any one character. Thanos was after all the big bad for the Infinity Saga, the one villain waiting in the wings that used others like pawns, the guy that was basically so far above it all that he could use a god such as Loki and entire armies to do his bidding before having to step onto the playing field. I’ll admit to being let down just a bit when it came to finally seeing Thanos on screen because not only did he fail to impress that much, he wasn’t nearly the devilish genius that he was presented as in the comics.
Thanos is kind of a complicated character since he’s interacted with people that could be called heroes and has even worked with the heroes a time or two as it was needed. But more often than not he was always the guy to avoid or the villain to fight. And he’s never been a pushover, especially since he’s a guy that can stand toe to toe with Galactus for a short while at least, and has even smacked around some of the more powerful beings in the cosmos. With the Infinity Gauntlet he even took on several cosmic beings at the same time, including Eternity, Galactus, the Stranger, and many others that should have been able to annihilate him on their own. Thanos has been a heavy hitter for quite some time and the MCU kind of went and turned him down from an 11 to a solid 9, which was fitting since they turned the rest of the avengers down to an 8 or 7 while turning Captain Marvel up to a 10. It’s likely better that Thanos stays dead since he wasn’t utilized quite as he should have been, as he became more of a quiet and contemplative figure that was trying to do good while he quietly negated the existence of uncounted individuals. In the comics he did this to impress Lady Death, the embodiment of Death in Marvel. Maybe this was too grim for the Russo brothers or Disney, or maybe they were sticking to their explanation of ‘that story’s been told’. That’s kind of funny since they had to cherry-pick certain elements of the story at least to make it work.
There are a lot of villains waiting for their debut, and had Thanos been kept around it’s very likely that he would have been a constant distraction, or at the very least would have been utilized as another plot point for another movie. By keeping his death on the record and official it opens up the way for another series of villains that will hopefully impress. As Neeraj mentioned, Dr. Doom is still out there, a new Magneto and the Brotherhood of Evil Mutants could be coming, we could hopefully see more Spider-Man villains, and as far as cosmic threats go, Galactus is still very much a problem that the MCU has yet to deal with. On top of that, if the devourer of worlds comes barging in with the Silver Surfer still as his herald there’s a fight that the heroes of earth would be hard pressed with, since the Surfer all on his own could be tackled after a while, but if they’re busy trying to sort out the problem of Galactus then the issue becomes even more serious. So yes, keeping Thanos dead, much as Yondu is dead, and Black Widow is dead, could very easily be a good idea since it invites a lot of others stories and a great deal of expansion. If at any time anyone really wants to bring him back they can always remember that movie and comic magic does allow for time travel. But at this point keeping him dead is the best move, hands down. Dave Itzkoff of The New York Times offers another look at this idea.