Thanks for clicking! I will make this short, as this is meant to fuel a discussion thread. I spend a lot of time on this site, nearly every day, and I read a lot into theories of where the MCU is headed, and I was doing some thinking today about Thor and I think I landed on a thought that I haven't seen brought up.
At the end of Thor: The Dark World, we see Sif and Volstagg deliver the Aether to The Collector, setting up a potential connection between the worlds of Thor and the Guardians. It's safe to assume that they delivered this on Thor's orders. If this is the case, then Thor is well aware of The Collector's existence.
In Avengers: Age of Ultron, Thor makes it quite clear that he is uneasy about the Infinity Gems and heads out on a journey to handle this issue.
One of these gems is in Vision's head. Thor knows this and trusts Vision after seeing that he handles Mjolnir.
One of these gems is on Xandar, this is likely unbeknownst to Thor, I assume we will see Thanos head for this one in GotG2.
One of these gems is on Asgard, where Loki secretly rules over it's keeping. I believe this will play into Ragnarok, with Loki being Odin being of great help to Thanos. For the moment Thor thinks it is safely under Odin's watchful eye. (Heh.)
One of these gems is the Aether, which was in The Collector's possession. It was not revealed whether or not he lost this, so we assume he still has it.
If Thor is looking for answers about these stones, and he believes that the ones on Earth and Asgard are safe, his first stop would logically be to seek out the Collector himself. I don't see Thor sending the Warriors Three after something so important following the events of Age of Ultron. I don't believe he knows that one of them is on Xandar, so this leads him to The Collector, and right in the path of the Guardians of the Galaxy. This is a perfect way to cross over if Marvel isn't going to us Planet Hulk to link an Avenger with the Guardians pre-Infinity War.
Now, there is always the chance that The Collector scene could happen in Thor: Ragnarok instead, but that would be a missed opportunity.
So what do you all think? Am I grasping at straws, did this seem obvious and just happen to go over my head, or am I on to something? Thanks for reading!