Wasted Character Development
Can you imagine the M. Night Shyamalan twists Marvel would have at its disposal with a Secret Invasion arc? A huge reveal would show a beloved character (like Nick Fury or maybe even Tony Stark) was actually a Skrull all along. It would certainly be shocking, but also pointless. Development for characters we have seen and loved for years would be completely undone. All those great moments over the last decade ultimately wasted.
On the flip side, perhaps Marvel wouldn’t reveal a major character as a Skrull. Perhaps they would go with minor characters. I wouldn’t be at all surprised if the Vice President in Iron Man 3 ended up being a Skrull that wanted to hold a greater position of power. However, this too would result in disappointment, leaving many to feel as though the stakes were never really high. In either situation, a significant portion of the MCU’s fan base is not going to be happy.
It’s different with comic books. Writers and artists can devote dozens of issues to a single arc. We only get three MCU movies a year. Maybe we’ll get four a year eventually, but it’s still not enough to warrant such a huge investment. Characters who are replaced with Skrulls would effectively be taken out of commission. We, as the audience, would know anything that character does is disingenuous. It would be great for dramatic irony, but not for getting us to care about these characters.