Secret identities make perfect sense when you are trying to fill multiple comics over decades, when you one film every couple of years that lasts two hours... I'll take more avengers please.
Yeah I don't know Marvel that well, but from what I've seen there doesn't seem to be much need for the secret identity thing with the Avengers.
If Cap or Thor want to blend in, they can just switch out their uniforms for normal clothing, as we've already seen them do in previous movies. No need to try to pretend to be someone else.