Ha, I love this. The first time I saw Avengers, I was sure he was dead. But upon repeat viewing, and after watching a lot of other random Avengers cartoons the last few weeks, it would not surprise me at all to find that Nick Fury was just lying to get what he wanted out of the team.
I still think Coulson actually sent his LMD to take on Loki.
Also, the real Coulson is still pissed at Fury for wrecking his vintage Cap trading cards.