This'll likely get canned as opinion based, but what the hey.
The "power core" as seen in captain marvel is give the name The Tesseract. While the events of this film precede the Avengers films, we "first" see Project Pegasus in Avengers (technically the post-credits sequence of Thor) - it's where Dr. Selvig is researching said Tesseract. This implies that they've had possession of it all those years.
We see in Captain Marvel that Goose "ate" the Tesseract, and coughed it up in Fury's office a period of time later.
At the end of the film, it's clear that SHIELD consider the Tesseract lost - Coulson says they're looking for it, and Fury says he's sure it'll turn up. So clearly it shows up at some point later.
The question is, when did that event take place?
In the post-credits sequence, we're looking at an empty desk. the implication is that it’s empty because Fury’s been Snapped. Also, note that he’s got one of those modern web-back office chairs - they’d not been around for that many years - certainly not the 90s.
So there’s two possibilities ...
Goose coughed up the Tesseract some years ago, before the events of Thor, and they’ve been investigating it for a small number of years - Fury simply wasn’t at his desk when Goose did it.
He only did it very recently, which means there’s TWO Tesseracts - the one Thanos has, and this other one.
If that’s the case, the Avengers have access to a very powerful weapon.