I think the main difference between MCU and the Cosmere is the lack of general purpose. We don´t have a Thanos as the villain (Odium could take on that role, but it's not the same). The Cosmere is something alive, and we are only contemplating how it grows up.
I strongly believe that as the books stop to tell us individual stories to do the Cosmere-mix (the original Mistborn Trilogy vs TLM), Sanderson should create the Purpose. Without main plot, people will be losing interest in characters' destiny (personally, I don't feel the same about Kaladin, Vin, Raoden than with Dusk, Nomad or even Marasi).
Nevertheless, I'm not talking about an Infinity War or Endgame, it is only an appreciation about stories and emotional connection.
P.D.: I like to think about Hoid and his power collection as Thanos with the infinty stones.