Why did you never tell Asgard of Thanos? Surely you must have worried about him coming for you and the Tesseract, and I believe Odin sentenced you to imprisonment, not exile as I was. You would have been easy pickings for him. Even if Odin would not believe, it would still have been in your best interest to try, would it not?

[It's the one thing he can't understand about how things "should" have gone. The mistake he can't forgive.]