No in-universe reason has been given so far for his choice to wear an eye-patch again.
The only time we see him in-between Captain America: The Winter Soldier and Avengers: Age of Ultron is in the season one finale of Agents of SHIELD, "Beginning of the End". In this episode he appears to be dressed much the same way as he is at the end of Captain America: The Winter Soldier.
Being as we do not know the next time that Nick Fury will appear in an Marvel Cinematic Universe film/TV episode, it is unlikely that we will have solid evidence for why he decided to swap the sunglasses for his traditional eye patch again any time soon.
However, it's worth noting that he initially started wearing the sunglasses after choosing to let SHIELD die upon finding out that it had been infiltrated at every level by Hydra. It could be seen that the loss of his iconic eye-patch was something of a penance for failing to realise what SHIELD has become - and that he starts to wear it again when he feels that SHIELD can help people once more in Avengers: Age of Ultron. Even Captain America himself remarks that the version of SHIELD we see in Avengers: Age of Ultron is what he believes it should be, a far cry from the man who was skeptical about Operation INSIGHT and the nature of SHIELD in Captain America: The Winter Soldier.