Warning: Spoiler! (Click to show)
Or does the gauntlet not have the stones in it yet?...
And I'm guessing they're not all just laid out easily for him to grab. He's gotta go through the Nova Corp for one of them (the purple one). Apparently, The Collector still has the Aether and who knows where he is now that his little lab got blown up in GOTG. Then you've got Loki's scepter chilling on Earth. The Tesseract is on Asgard.
That's four battles he has to fight just to get those and he isn't fully powered without the Gauntlet.