Let's go through this chronologically.
Tony Stark is from Earth and this is his origin story. Pretty straightforward why this movie takes place exclusively on Earth. Out-of-universe: Marvel most likely wanted to start their cinematic universe with a hero people could relate to, so making him a human from Earth is one way to do that.
The Incredible Hulk
Again, Bruce Banner is from Earth and this is the Hulk's origin story.
Iron Man 2
Iron Man 2 depicts Justin Hammer and Ivan Vanko's quests for revenge against Mr. Stark (the former due to being constantly embarrassed and outshone and the latter for the conflict between Anton and Howard). Both these villains are from Earth, so naturally this movie will also be set on Earth.
This is the first movie where things get more interesting. Obviously Midgard is one of the 9 realms, so as an Asgardian, there is a good chance Thor might come here.
Why did Odin send Thor to Midgard and not to say Vanaheim? Well it's likely that Odin wanted to teach Thor a lesson in humility and having to live among weak Earthlings seems to be a good way to teach him that.
Thor Odinson... You have disobeyed the express command of your King. Through your arrogance and stupidity, you have opened these peaceful Realms and innocent lives to the horrors of war.
Therefore, since Thor was here, Loki also decided to cause mischief on the planet and as Nick Fury said:
Last year earth had a visitor from another planet who had a grudge match that leveled a small town.
When I first came to earth, Loki's rage followed me here and your people paid the price.
Hence, while Earth is not the principle setting of this movie, scenes are once again based on Earth.
Captain America: The First Avenger
Now the main plot of this movie centres around the Tesseract. Why is the Tesseract on Earth? Well in the last movie, we saw the Frost Giants attack Tønsberg, Norway and the Asgardians come to Earth's aid. Why did the Frost Giants choose Earth as their initial realm conquest? Well, like I said in the previous section as to why Odin likely wanted to send Thor to Earth, Midgard has a reputation for being full of weaklings (relative to the other 9 realms).
Since the Tesseract is on Earth, it is found and used by the Red Skull to develop advanced weaponry and the Allies are forced to turn to Dr. Erskine to create a super-soldier to combat them.
Now Thanos is introduced and he wants to collect the 6 Infinity Stones. The Tesseract is known to be on Earth so he sends Loki (with the mind stone) to go collect the space stone.
Therefore, Earth is the location of another conflict.
As an added bonus, Loki is happy to target Earth because he is mad at his brother and knows Thor is fond of the planet thanks to the events of their last movie.
Oh, you should thank me. With the Bifrost gone how much dark energy did the Allfather have to muster to conjure you here? Your precious Earth.
Loki seeks vengeance and Earth is the perfect target for that.
I do not know. Loki's mind is far afield, it's not just power he craves, it's vengeance upon me. There's no pain that would prize his need from him.
Therefore, Earth becomes the setting for the Avengers.
Iron Man 3
Similarly to Iron Man 2, Killian has a quest for revenge against Iron Man. However, Maya Hansen convinces him that she needs Stark to help her with the Extremis formula.
Oh, I see. So, you were trying to save Stark when he threatened us?
I've told you, Killian, we can use him.
Pepper. Pepper. Pepper.
Look, if we want to launch product next year, I need Stark. He just lacked a decent incentive. Now, he has one.
As the villain is again from Earth, this movie is set on Earth.
Thor: The Dark World
Now the out-of-universe answer as to why Dark World is partially set on Earth is so that they could get Darcy, Erik, and Jane back into the plot. The in-universe answer is that the Convergence causes the worlds to align.
The Nine Realms travel within Yggdrasil, orbiting Midgard in much the way your planet orbits the sun. Every five thousand years the worlds align perfectly, we call this the Convergence.
Jane was thus able to stumble onto the Aether (reality stone) and a citizen of Earth becomes a key part of the main plot.
Then, during the climax Malekith needs to go to Greenwich because that's where the 9 realms are connected. Thor and the gang must then go there too to stop him.
Malekith is going to fire the Aether at a spot where all the nine worlds are connected.
Amplifying the weapon's impact. With each additional world, the power will increase exponentially. The effect would be universal.
Therefore, the final battle takes place (mostly) on Earth.
Captain America: The Winter Soldier
Pretty easy to explain why this movie takes place on Earth. HYDRA grew from the ruins of the Red Skull's operation through Zola infiltrating SHIELD.
After the war, SHIELD was founded and I was recruited. The new HYDRA grew. A beautiful parasite inside SHIELD. For seventy years HYDRA has been secretly feeding crisis, reaping war. And when history did not cooperate, history was changed.
As SHIELD is an Earth-based organization, this movie takes place on Earth.
Guardians of the Galaxy
Only the first part of this movie takes place on Earth. This is easily explained by Ego paying Yondu's Ravagers to collect all his children. One of these is Peter Quill who was born to a Terran mother.
I hired Yondu to pick you up when your mother passed away. But instead of returning you, Yondu kept you.
Avengers: Age of Ultron
This movie is set on Earth as the Avengers have been formed from the events of the last Avengers movie. They go on raids to try and find Loki's sceptre. Stark and Banner then use the mind stone to create Ultron to defend the Earth. Ultron instead decides he wants to destroy the Earth.
And whether or not he admits it, his mission is global destruction.
Therefore, as a result of Stark and Banner building Ultron, he decides to destroy the Earth and the movie is set on the planet.
This movie being set on Earth is also pretty straightforward. Darren Cross, a citizen of Earth develops Pym particle technology, and Hank Pym wants to stop him.
Therefore, the plot takes place on Earth.
Captain America: Civil War
This movie's plot is centred around the Sokovia Accords, formed by the UN (an Earth-based organization).
For the past four years, you've operated with unlimited power and no supervision. That's an arrangement the governments of the world can no longer tolerate. But I think we have a solution.
The movie's subplot is also focused on the search for Bucky Barnes (who is a resident of Earth).
Therefore, it is pretty self-explanatory why this movie is set on Earth.
While searching for a way to cure his hands, Doctor Strange joins the sorcerers whose duty is to defend Earth from mystic threats.
While heroes like the Avengers protect the world from physical dangers,
we sorcerers safeguard it against more mystical threats.
Therefore, when Dormammu and Kaecilius try and destroy the Earth, Doctor Strange tries to stop them and the movie is set on Earth.
Guardians of the Galaxy 2
Earth is only briefly shown in this movie. Ego goes to various planets to impregnate female creatures to try and get a child who shares his power so he can complete his self-imposed mission.
Over thousands of years… I implanted thousands of extensions of myself… on thousands of worlds. I need to fulfill life’s one true purpose… To grow and spread… covering all that exists… until everything is… Me!
Therefore, since one of those females is Meredith Quill, parts of the movie are set on Earth.
This is another pretty straightforward movie to explain. A teenager from Earth gets bitten by a radioactive spider and fights crime on the planet. The main villain is scavenging parts from past battles that have taken place on Earth. Therefore, the plot is set entirely on Earth.
Earth is only shown briefly in this movie. Since Loki sent Odin to Earth, Thor must accompany his brother to go find him. Then they find Hela and the rest of the movie takes place off-world.
Another pretty self-explanatory movie. Wakanda is a country on Earth so the plot takes place entirely on Earth.
Avengers: Infinity War
Since the time stone and the mind stone are both on Earth, Thanos sends the Black Order to go collect them.
When they fail, he comes himself. Since Vision is in Wakanda, that's where Thanos heads and eventually Snaps.
Ant-Man and the Wasp
Pretty straightforward movie again. Hank and Hope are trying to rescue Janet so that's the main plot of the movie. Since, they're all residents of Earth, that's where the movie takes place.
The Tesseract is being used on Earth by an undercover Mar-Vell to help the Skrulls find a new home. Her laboratory is also orbiting Earth.
Yon-Rogg eventually finds out what she's up to and comes to Earth to collect the Tesseract. An Earth woman, Carol Danvers is caught up in the conflict and accidentally gains powers. She is then captured by the Kree and brainwashed.
Later, Carol accidentally crash-lands on Earth so the Skrulls and Kree both come to the planet (the Skrulls to try and convince Carol to help them and the Kree for the opposite reason).
Therefore, a good portion of the plot takes place on Earth.
Scott Lang manages to escape the Quantum Realm and the surviving Avengers try and rebuild the Gauntlet by going back in time to get stones. Thanos finds out what they're up to and comes to Earth with his army to claim the Gauntlet.
Therefore, Earth gets caught up in another major event.
Spider-Man: Far From Home
Just like Homecoming.
In conclusion, it seems Earth only appears special and unique because a large number of MCU characters are residents of the planet or beings from other worlds come here for a reason (Thor as a punishment, Thanos for stones, Skrull and Kree for Captain Marvel, etc.)