Just as was theorized beforehand, Avengers: Endgame sees the surviving heroes travel back in time to pinch the Infinity Stones from the past in order to recreate Thanos’ snap and reverse the effects of the Decimation.
Once they’ve figured out how to traverse the Quantum Realm, they spend some time working out the best periods to visit to collect the six Infinity Stones and settle on four points in time: New York 2012 for the Time, Space and Mind Stones, Vormir in the recent past for the Soul Stone, Asgard 2013 for the Reality Stone and Morag 2014 for the Power Stone.
From a plot point of view, these all make sense. Revisiting Thor: The Dark World allows the God of Thunder to have a heartfelt reunion with his mother, while going back to The Avengers brings things full circle and dipping into the events of Guardians of the Galaxy means the plot thickens when 2014 Thanos shows up. However, from the characters’ perspective, these are pretty poor choices that make things infinitely harder for themselves.
For instance, Iron Man and Ant-Man fail to pick up the Tesseract from 2012, which is fair enough because this is a complicated time to steal it, so why didn’t they go with Thor to Asgard in 2013, where it’s safely locked in Odin’s vaults? No doubt it would have been a cinch to swipe it from there, right?
Meanwhile, as Nebula tells War Machine when they arrive on Morag, lots of folks are after the Power Stone in 2014. With that in mind, why didn’t she or Rocket suggest visiting Xandar later the same year then, after the Guardians had returned it to the Nova Corps? A quick chat with Glenn Close and they could have easily retrieved it without any Thanos-related hassle.
Interestingly, both of these situations were avoided in the first draft of Avengers: Endgame‘s script. Writers Christopher Markus and Stephen McFeely have revealed that originally, Tony Stark battled Heimdall for the Tesseract on Asgard while War Machine and Nebula fetched the Orb from Morag prior to the events of GotG, resulting in a cool underwater action sequence.
Ultimately, the different locations were later chosen for the extra dramatic complications they offered. In-universe, though, this doesn’t change the fact that the heroes seem pretty bone-headed for picking the time periods that they did.