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At the starting of Avengers Infinity War we see that Loki is in possession of the Tesseract. So why didn't he use it to transport everyone on that ship to the earth?

If he wanted to keep that a secret, he could have transported everyone when Thanos attacked the ship.

Edit: In Endgame Loki didn’t need any mechanism to use Tesseract and escape.

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    @Vishwa When Thanos attacked he knew he would die. So even to save himself he could have used it. – Nazgul Dec 10 '18 at 8:29
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    @Vishwa In Avengers movie one of thanos' minion told him if he couldn't give tesseract to Thanos then there will be no barren moon or planet where he won't find you. So Loki can assume Thanos will kill him. – Nazgul Dec 10 '18 at 9:52
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    @AsifIqubal Peter Quill is a half celestial, I'm not very well-versed in Marvel's tiers, but I think that beats Asgardian by a long shot. He's also only holding it, something many people have done before. But when Red Skull tried to use it things went south. Loki never tried using it like that, he used Selvig as a proxy when he actually wanted to do something with the stone. If I were Loki I wouldn't just try messing with the space stone either. – kevin Dec 10 '18 at 14:51
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    @kevin Dr. Strange never holds the Time Stone in his bare hand or uses it without the Eye – Azor Ahai Dec 10 '18 at 19:42
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    He doesn't actually touch it, but levitates it a few cm from his fingers - see i.imgur.com/YTnrbpv.jpg – Tom Dec 11 '18 at 10:48
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It appears difficult to use the Tesseract for these purposes without some extra mechanical agency to help control its power.

The fist time we see the Tesseract open a portal (at the end of Captain America: The First Avenger) it seems to be entirely random following it getting struck during the battle on the Valkyrie, whisking the Red Skull off to Vormir or wherever after he melted...

The second time we see it used to open a portal is when Loki uses it to get to Earth at the start the The Avengers. Some sort of contraption has been built at the S.H.I.E.L.D / NASA Dark Energy facility with Selvig's help in order to do this (with the possibility that he may have been subtly influenced to do this from a distance, evidenced by the post - credit tag at the end of Thor - "Well, I guess that's worth a look"). This first effort by Selvig is imperfect however and the portal collapses, something that is rectified by the end of the film due to the use of the Iridium in the second attempt, allowing the Chitauri to pass through.

The fourth time it is used (to allow Thor and Loki to return to Asgard) it is contained in some sort of contraption, one which did not appear recoverable along with the Tesseract during the short time available at the end of Thor: Ragnarok.

Finally, even when we see it used for the first time in Avengers: Infinity War, Thanos has to install it into the Infinity Gauntlet first, suggesting that even a being as powerful as he needs some sort of mechanism to use the stone.

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    Now that I think about it, I've never seen an infinity stone used outside of a contraption without it having bad consequences. – Parrotmaster Dec 10 '18 at 13:11
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    The one exception is when Quill (supported by the rest of the Guardians) managed to use the Power Stone to destroy Ronan. – Stephen Francis Dec 10 '18 at 13:59
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    True, but that was only possible because he's half whatever Ego is, and even then he couldn't properly contain the power. – Parrotmaster Dec 10 '18 at 14:08
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    This inability to contain power sounds familiar: "With great power comes great r̶e̶s̶p̶o̶n̶s̶a̶b̶i̶l̶i̶t̶y̶ contraptions" And no... This is not Uncle Ben's quote. – CPHPython Dec 10 '18 at 16:31
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    @MissouriSpartan - why not pose that as a SE question? I could attempt a brief answer here but using the comments section for Q&A is not really in the spirit of the site. – Stephen Francis Dec 10 '18 at 19:59

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