From the MCU we learn that Asgardians live a lot longer than humans. Loki mentions it to be something like 3000 years on average. So it's safe to say that all the Asgardians we see in the first Thor movie were alive during world war 2, when HYDRA used the Tesseract to power their weapons. Couldn't Heimdall see what was happening and alert Odin that an EXTREMELY powerful artefact (which he lost) is in the possession of humans? Furthermore, why didn't the Asgardian army intervene? There was an INFINITY STONE in play!!! When does Odin think it appropriate to send his army? 'Cause at that time the Bifrost wasn't broken like in the first Avengers movie where he could have sent in his army to fight the Chitauri.