They need to get the Infinity Stones before Thanos has even one of them because there's absolutely no way in hell that he's going to hand them over, let alone taking him on when he's expecting a fight and has all six(!).
Don't forget what Banner said to Strange
Bruce Banner: No telling. He has the Power and Space Stones, that already makes him the strongest creature in the whole universe. If he gets his hands, on all six Stones, Tony...
and what Maw said to Thanos
Ebony Maw: My humble personage… bows before your grandeur. No other being has ever had the might, nay the nobility, to wield not one, but two Infinity Stones. The universe lies within your grasp.
It's important to note that Thanos (in Infinity War) was basically holding back for the entire film, at least until the very end. He's only really trying to get the stones and has little or no interest in killing those who're opposing him.