The Infinity Saga in the MCU has ended but there has not been any sign of Death, and if you've read the comics then you know Death played a integral part in the Infinity Saga.
So is there any particular reason why Kevin Fiege or the Russo Brothers decided to not include Lady Death in the Infinity Saga?
It would appear to be mostly down to not really having enough time to introduce the character and trying to reconcile Thanos with what had already been set up.
"It’s our responsibility to carry forward the story as it’s been set out," said Anthony Russo. "You’re spending two-and-a-half hours with this many characters, so then adding in some character that the audience has no relationship to, having to explain the backstory of that character, making you care about that character, making Thanos care about that character, making that character interesting to the other characters … " He trailed off, shaking his head.
"That would also be creating another level, another plane of existence, that the MCU possibly hasn’t gotten to yet," said Stephen McFeely, who co-wrote the film with Christopher Markus. "Do we even have metaphysical characters yet?"
…
"We talked about his motivation, and much of the motivation connected to Lady Death is about balance," said Feige. "It’s the balance between life and death, the belief that life was getting unchecked and out of hand and there needed to be a correction. We wanted to make that the driving force of Thanos and his backstory. That’s where Chris and Steve and Joe and Anthony found a more natural, grounded way … well, as grounded as a giant Mad Titan can be."
In movie after movie, show after show, we've seen a noticeable lack of certain comics characters in the MCU (and non-canon Marvel properties) that some fans believe could make the movies/shows better, but ultimately, Marvel Studios makes the decisions on how to write each film or show and along with that, which characters to include. Examples of this (as of 07/22) include:
So, Marvel Studios just made the executive decision to cut Death in favor of what they believed would be a better story. (We may never know which one would have truly been better, of course, since the story WITH Death was never brought to film.)
In the MCU, Hela describes herself as, among other impressive titles, “the Goddess of Death.” The writers might have felt a second Goddess of Death would have been too similar.
This is speculation rather than something I have a quote by the creators to back up, but: I think Thanos’ original motivation simply would not have worked in these movies. Death kept her dignity in her first comic story by sitting there quietly the whole time and ignoring her abusive narcissistic stalker, no matter how powerful he was or what he did. It wouldn’t have played nearly as well on the screen. Even if the director could have made it work with great cinematography, what worked for an over-the-top comic-book supervillain created fifty years ago and a minor female character who was really less of a character than a passive object of desire, reflecting in large part the adolescent male intended audience’s fear that girls would reject them, wouldn’t be acceptable to a movie audience thirty years later. They especially could not have kept any degree of sympathy for Thanos and had him act the same way.
The plot of the movie would have made no sense with his original goal and how he pursued it, either. Thanos from the comics kept obsessively thinking of more and more ludicrous ways to try to get her to pay any attention to him. One—not even the craziest—was to murder half the population of the universe, but that was only in the hope that, finally, Death would reward him for such a gift, and when she did not, he only got angrier. He surely would never have destroyed the Gauntlet without having what he wanted.
In the movie, though, he could not have kept trying to top the last thing he did for five years straight, starting with the Blip. Even if the writers had plenty of ideas and the special effects to show them, the Blip was supposed to be the great loss that the heroes were mourning as they tried to go on with their lives. The story could not have had Thanos do a hundred other things, or even one more thing, worse than the Blip. Thanos from the comics would not even have been motivated to try to stop them from undoing the Blip. He never really cared about it and it hadn’t accomplished the one thing he did want. And Death could not have been changed without creating an entirely new character from scratch, since in the original, she is not much more than a beautiful statue, never saying or doing anything that we see.
He mentions Death at the end of the 2012 Avengers Film, the end cutscene. "They are unruly therefore they cannot be ruled, to challenge them, is to court Death." I believe it is a Chitauri General speaking to him or something.
He then turns around and smiles at the Camera, this is before Brolin played Thanos and his coloring was more blue.
In the Avengers Assemble Comic line released alongside this movie, the 6 Avengers are the same 6 from the MCU and instead of the Black Order/Children of Thanos they engage a version of the Zodiac. I di not hit every issue but in this particular storyline they did not tap into Death much at all either, at least at first.
