There is no mention of Avengers coming together. No mention of anyone calling them together. They don't gel really well, I suppose.
How come Dr. Banner, Tony Stark and Thor (most importantly, Thor) are back in business uprooting Hydra bases one by one.
By far, that's the least critical and least dangerous threat since the beginning of the MCU.
PS : If you are at it, Can you tell me how Loki's sceptre ended up with Baron Strucker (or Hydra) ?
This is explained in Marvel's Agents of S.H.I.E.L.D. Season 2 Episode 19, "The Dirty Half-Dozen". Phil Coulson (Who the Avengers think is dead) is now the director of S.H.I.E.L.D. and are trying to fight Hydra from underground, since S.H.I.E.L.D officially doesn't exist anymore after the events of The Winter Soldier.
Coulson and his team attack one Hydra base and discover that the scepter is located in Strucker's base. He then proceeds to call Maria Hill and tells her to "call in the Avengers", setting up the events of Age of Ultron.
After the world found out that Hydra were active and SHIELD was disbanded in Captain America: The Winter Soldier, The Avengers reformed in order to find and shut down any Hydra cells that were still operating.
Thor specifically joined them in order to find Loki's Scepter, which fell into Hydra hands at some point between Avengers Assemble and the end of Captain America: The Winter Soldier. Thanks to the fact that Hydra had fully infiltrated SHIELD at that point, it would not have been hard for Baron von Strucker to get his hands on the Scepter even if SHIELD found it first.
From the film itself (important lines bolded for clarity);
Tony Stark: It feels good, yeah? I mean, you’ve been after this thing since SHIELD collapsed. Not that I haven’t enjoyed our little raiding parties, but…
Thor: No, but this… this brings it to a close.
Steve Rogers: As soon as we find out what else this has been used for. I don’t just mean weapons. Since when is Strucker capable of human enhancement?
Tony Stark: Banner and I’ll give it the once before it goes back to Asgard. Is that cool with you?
[Thor nods his head]
Tony Stark: I mean, just a few days until the farewell party. You’re staying right?
Thor: Yes, yes, of course. A victory should be honored with revels.
Tony Stark: Yeah. Who doesn’t love revels. Captain?
Steve Rogers: Hopefully this puts an end to the Chitauri and Hydra, so. Yes, revels.
From this dialogue we can see that this mission (retrieving the scepter) has finished what The Avengers reformed to do, which was find the scepter (something Thor has been after since SHIELD fell) and shut down Hydra cells (something Tony refers to as "raiding parties").
After Captain America: The Winter Soldier, S.H.I.E.L.D was in disarray and the world needed an elite force to deal with the remaining Hydra forces.
It was mentioned in the movie that Tony Stark is bankrolling the team and set up shop in Stark Tower, now the headquarters of the Avengers. At the end of Iron-man 3 it was shown that Banner and Tony were still in contact with each other. We see Tony on a couch, supposedly telling his woes to Dr. Bruce Banner who was nodding off.
Thor was shown to returned to Earth at the end of Thor: The Dark World. He came back at the end and kissed Natalie Portman's character.
It is also mentioned that the beginning scene wasn't their first mission together. The team has already been on numerous missions together against Hydra.
As explained in the official Avengers: Age of Ultron prelude comic “This Scepter’d Isle”, Hydra agents inside of S.H.I.E.L.D. stole the Scepter and brought it to Baron von Strucker’s Sokovia base where he used it to experiment on people in an attempt to create enhanced soldiers. Again, this is a storyline tying into season 2 of Agents of S.H.I.E.L.D. and the Scepter somehow unlocks abilities in Quicksilver and Scarlet Witch, but no one else Hydra experiemented on.
