The Tesseract was an asset of humans (ownership claimed by discovery). It could be used to improve the human wealth of knowledge and to solve the entire human race's energy problems. It had already been used to develop deadly weapons for defense against unfriendly aliens.
When it comes to protecting the Tesseract, I think Ironman and Hulk contributed more than Thor to defeat the Chitauri. By the way, the attackers were more interested in humans than the Tesseract (think about the usefulness of Tesseract-based weapons, again).
Thor wasn't the Tesseract's owner in any way (I am talking about the comics too). But he still took it with him to Asgard. Whether his motive was to harness its power or not, who gave him the right to take the Tesseract with him? Isn't it disregarding humans even when nobody tried to stop him? Why did he take the Tesseract with him?