The out-of-universe explanation is of course that this is a Thor movie and hence the Avengers intervening was not possible: please don't give me that.
What is the in-universe explanation of SHIELD not turning up to help Thor battle Malekith? I'm not sure if SHIELD would have been welcome at Asgard, but if they had stayed in contact they could have helped in the final battle on Midgard.
Will this be revealed in a future movie?