I thought you were really missing out by not watching Agents of S.H.I.E.L.D., Agent Carter, and Runways, which I thought were great shows, and would have been a whole chunk of the canon you were missing out on. Even though they're not canon, I'd still recommend checking them out.
Of course. It's all equally imaginary, so it makes no sense to deprive yourself of one made-up story just because it's out of continuity with some other made-up stories. It astonishes me how many fans think that experiencing fiction is some kind of exam they're being graded on so that they have to restrict themselves to the "correct" answers, rather than just enjoying a bunch of stories that sometimes agree and sometimes don't, which has no bearing on their entertainment value. There's no penalty for liking a story that's out of continuity.
Heck, even in my most continuity-obsessed phase, when I decided a
Star Trek novel was irreconcilable with canon, I didn't get rid of it or refuse to reread it (unless I didn't enjoy it); I just put it on a different shelf from the main continuity. Canon is not value, just categorization.
I think the confusion is because Agents was originally treated as MCU canon, both in context of the story and in real world publicity. The final season arc was positioned so that people were encouraged to see Winter Soldier the first week it was released because the movie took place between two episodes. There was an episode that followed up on events from The Dark World and included actors from the movie. The helicarrier used in Age of Ultron had a backstory linked to AoS. And publicity releases at the time specifically used cross-promotion between the series and the movies. The season finale in 2018 took place while the events of Infinity War were happening. That's why it was such a big deal when the series was omitted from the MCU canon when the timeline was published.
Yes. As I recall, there was a split between the movie and TV divisions of Marvel Studios a few years into AoS's run, so that AoS no longer had enough access to the movie plots to be able to write around them and foreshadow them, and the movies and shows ended up going their own ways. The shows still purported to be in the MCU, and stayed as consistent with it as they could, but without the same coordination with the movie division they'd had before. So they stopped connecting as closely and just focused on their own stories.
The season 5 finale tying into
Infinity War happened after that split, IIRC, so the makers of AoS had to work in generalities and go by what limited information they had, so the details weren't necessarily completely consistent with how the movie turned out, and they had no way of knowing that
Endgame would jump forward 5 years. They tried to handwave things after the fact and claim that season 6 took place before the Snap even though that contradicted the season 5 finale, but they had no choice, because they had to make season 6 without giving away, or perhaps without even knowing, what was going to happen in
Endgame.