Avengers: Endgame wasn't simply an end to a long running cinematic story, it was also a celebration of the story that had come before. The film's time travel mechanic allowed the plot to return to major parts of the Marvel Cinematic Universe as a way to tip its hat to the 22 movies that had made Endgame possible.
As such, it's unsurprising to learn that the Endgame story went through a lot of iterations. We've heard writers Christoper Markus and Stephen McFeely talk about the various things that could have happened in Endgame. The Infinity Stones went through a lot of hands and locations over the course of the franchise, meaning that Endgame could have done a lot of things differently. Stephen McFeely recently told our own Adam Holmes that in one draft, Asgard was more important, which meant that Tony Stark actually went there instead of New York, leading to a potentially epic fight...
Well we tried one that just wasn’t that interesting in our first draft, and that’s how we ended up going to The Avengers and Stark Tower and all that. But we had a couple good things. It was basically going to Asgard in a different way because the Space Stone was technically in a vault there, so Tony Stark was wearing a stealth suit. But of course Heimdall could see him, so Heimdall’s fighting an invisible Tony Stark while Thor’s doing something else. And it was just like ‘Why don’t we go to The Avengers?’
During the events of Thor: The Dark World, two of the Infinity Stones, the Space Stone and the Reality Stone, were on Asgard, so it makes some sense that it could have been a bigger location for the Avengers Time Heist.
While the decision was made to instead move the Space Stone retrieval to The Avengers, a move that was almost certainly the right call. A battle between Iron Man and Heimdall sounds absolutely awesome. If nothing else, it would have been an excuse to bring Idris Elba's character back for one final appearance and it would have been great to see him and Tony Stark go at it.
It seems that the Asgard idea didn't work for other reasons, and sometimes making those changes means having to lose stuff that might have still been good. Although, if Tony Stark goes to Asgard, the entire movie really ends up changing and it's interesting to contemplate how that would have gone.
As great as it would have been to have seen Tony Stark on Asgard, it's not like we didn't get to see some great moments in the version of Avengers: Endgame that we got. Maybe the new What If...? series coming to Disney+ can give us some moments like this so that we can see the MCU moments that almost were.