The asterisk hullabaloo had everything to do with setting up The New Avengers ahead of Avengers: Doomsday ’s release next summer. While I wasn’t exactly surprised about the reveal when the movie reached its end (especially considering we already know the Thunderbolts* cast are part of the Avengers;

The 'Thunderbolts' post-credits scene sets up 'Fantastic Four' and 'Avengers: Doomsday' as the New Avengers are officially formed.

With the US government looking to impeach her as CIA Director, Valentina explains to her assistant Mel that they need to tie up any loose ends. That includes, it turns out, tricking each of her shadow operatives – Yelena Belova, John Walker, Ava Starr, and Taskmaster – into taking each other out.