In the Age of Ultron, the individual Avengers talk to each other over long distances. Like Captain America is in Sokovia and he just starts talking to Tony Stark who is in New York, expecting to get an answer. But they do not have any visible ear pieces or microphones. Also, there would likely be a security breach if they had visible blue tooth devices that could be stolen.
So how do the Avengers talk to each other over long distances? Do they have some microscopic microphones? How does the sound get in their ears when they receive a message from others? Think Captain America or Romanov who do not have fancy Iron Man suits that could have built in audio systems. Also, think how Ultron can tap into any phone signal, so the Avengers cannot use normal phone channels unless they have some added encryption.