Cap returned Mjolnir to Asgard so that The Dark World played out as we saw. Same as he did with all 6 Infinity Stones.
The other Avengers were most likely rejoicing in being alive again... Took a few minutes to re-assemble. It's not like Strange was able to tell all of The Decimated that they were going to die, then have to re-assemble in NY when they come back to life.
They were trying to take the Gauntlet to the Quantum Tunnel...
They don't want tons of branch realities to exist, because that means that many more Thanos exist, and that means he could become aware of those alternate realities, etc etc etc. Pretty important stuff that was told to us multiple times. They needed to prevent as many branch realities as possible.
If they bring Nat back, the Soul Stone disappears back to Vormir. That much was made clear by Red Skull. "A Soul for a Soul."
If Danvers brings Tony back, then a new branch reality is created. Bad idea.
You know that movies are moving pictures, right? Not everything needs dialogue...