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Because SHIELD turned out to be a militarized police force which neo-nazi Hydra corrupted(Captain America: The Winter Soldier) from the inside, using SHIELD to create weapons of mass destruction(The Avengers/Avengers Assemble: Steve Rogers finds weapons based on Tesseract) and planned on killing people for potentially being dangerous to the new world order(Captain America: The Winter Soldier).

At the end of Avengers: Age of Ultron, Fury's SHIELD acted as peace keepers and rescue, saving people, not policing them.

Because SHIELD turned out to be a militarized police force

which neo-nazi Hydra corrupted from the inside (Captain America: The Winter Soldier),

using SHIELD to create weapons of mass destruction  (The Avengers/Avengers Assemble: Steve Rogers finds weapons based on Tesseract) and planned on

killing people for potentially being dangerous to the new world order (Captain America: The Winter Soldier).

At the end of Avengers: Age of Ultron, Fury's SHIELD acted as peace keepers and rescuers, saving people, not policing them.

Because Shield turned out to be a militarized police force which neo-nazi Hydra corrupted(The Winter Soldier) from the inside, using Shield to create weapons of mass destruction(Avengers: Steve Rogers finds weapons based on Tesseract) and planned on killing people for potentially being dangerous to the new world order(The Winter Soldier).

At the end of Age of Ultron, Fury's SHIELD acted as peace keepers and rescue, saving people, not policing them.

Because SHIELD turned out to be a militarized police force which neo-nazi Hydra corrupted(Captain America: The Winter Soldier) from the inside, using SHIELD to create weapons of mass destruction(The Avengers/Avengers Assemble: Steve Rogers finds weapons based on Tesseract) and planned on killing people for potentially being dangerous to the new world order(Captain America: The Winter Soldier).

At the end of Avengers: Age of Ultron, Fury's SHIELD acted as peace keepers and rescue, saving people, not policing them.

Because Shield turned out to be a militarized police force which neo-nazi Hydra corrupted from the inside, using Shield to create weapons of mass destruction and planned on killing people for potentially being dangerous to the new world order. At the end of Age of Ultron, Fury's SHIELD acted as peace keepers and rescue, saving people, not policing them.

Because Shield turned out to be a militarized police force which neo-nazi Hydra corrupted(The Winter Soldier) from the inside, using Shield to create weapons of mass destruction(Avengers: Steve Rogers finds weapons based on Tesseract) and planned on killing people for potentially being dangerous to the new world order(The Winter Soldier). 

At the end of Age of Ultron, Fury's SHIELD acted as peace keepers and rescue, saving people, not policing them.