Imagine you're the ultimate villain with unlimited powers and you have some big plans for the universe and the most crucial thing you need for your nefarious plans are infinity stones. You know one of them is on earth and you have the means to teleport yourself to within 10 meters of it. What will you do?
Teleport yourself there rightaway, pick the stone and get back and be done with it?
Send your most trusted generals (like the creature that was talking to Loki) to retrieve the stone and be done with it?
Find an unreliable/unstable character with zero credentials and zero track record of being successful, more so someone who is already known to betray pretty much everyone he worked with (including both sides of his family). Educate him, give him powerful weapons, give him your own army so that he can win the earth and hope that he brings you the stone?
Why did Thanos need Loki's help at all? There were clearly better options and Loki is pretty much the worst possible choice.
Note: We do see Thanos doing #2 in Guardians of the Galaxy. He sends his trusted daughter/general to retrieve the stone and also recruits Ronan to assist her.