Sure enough, the MCU is currently developing according to the plans announced by Kevin Feige, one movie at a time. And Age of Ultron proves to be a great success, although it is way behind its predecessor, as far as the US box office is concerned.
But there are voices being heard, even those of the fans, saying that Marvel forgets an important part of building a cinematic superhero universe: the MCU lacks the threat of real antagonists. And we agree with that, since from the first Iron Man the villains haven't been what we expected of them, with maybe two exceptions.
MCU "“ underdeveloped villains

And this is the problem which plagues almost all the villains of the MCU "“ even if they are the ones that give the superhero his/her status, we know very little about them. Until now, the MCU presented no less than 11 major baddies in its movies (excepting Thanos, of course, of whom we only caught a couple of glimpses).
But only Loki and the Winter Soldier seem to be above the rest "“ why is that? Well, that is because they are the only major villains to be alive at this moment. Marvel tends to kill them all at the end of their first movie. This has happened to the Iron Monger, Whiplash, Red Skull, Killian, Malekith, Ronan and even Ultron. There is too little time to have them flourish and test the superheroes.
The comics

In the comics, even if a villain is defeated, he still has the chance of posing a threat further down the road since, well, these are comics. And we know that this cannot happen in the MCU, who is already plagued by fake deaths.
But still, maybe they shouldn't be so hasty into sending them off. For example, Red Skull had quite a lot to offer to the audiences. But his adventures came to a halt before the first Captain America movie's credits rolled. The same goes even for Ultron himself.
Despite James Spader having lent his voice to the character, the MCU's Ultron falls short to the fans expectations. Sure enough, his personality is pretty much shaped (and we are being generous at this moment). However, most of the fans believe that this path was a wrong one from the start, since the threat and the menace of a comic book Ultron was never felt.
What can be done?

