Although Thor: Ragnarok.
Age of Ultron deserves more appreciation and credit for setting up the MCU since the events were integral to culminating the Infinity Saga. And still, the Avengers sequel has a lasting impact on the Multiverse Saga, especially with : Endgame nor materialized Wanda Maximoff's evolution as the Scarlet Witch.
Escalating Conflicts Before Civil War
What makes Age of Ultron such a critical film is that it serves as a precursor to Captain America: Civil War. Tony Stark and Steve Rogers argued about their philosophies and approach to things in the past, but the situation with Ultron heightened the tension between them. Because Tony had kept his Ultron experiment a secret (worsening matters after Ultron emerged as a rogue AI), many Avengers, including Steve, lost their trust in him. Unfortunately, both characters butted heads, especially in one scene where they chopped wood at Clint's home.
While Tony had good intentions of wanting to protect the world with technology like Ultron, Steve calls him out for the dishonesty and recklessness that likely cost more lives - which did with Sokovia. Their strife reached its breaking point during the Civil War between Team Iron Man and Team Captain America, as they dissented their position regarding the Sokovia Accords. And while Age of Ultron only showed a brief friction at the moment, it would have devastating consequences in the long-term, where a broken team left Earth even more vulnerable to Thanos' threat and eventual defeat during the Snap.
Foreshadowing Captain America's Worthiness
Steve Rogers has shown that his bravery and natural leadership are his distinctive Captain America traits, which explains why Dr. Erskine chose him for Project Rebirth in the first place. He consistently demonstrated his selflessness in battles while prioritizing his friends, which showed his genuine nature and perhaps hinted at his worthiness.
In Age of Ultron, his worthiness was put to the test, in which he was the only Avenger who slightly shifted Mjölnir on the glass table, albeit not successfully. But this scene foreshadowed what would be a cinematic moment for Captain America in Avengers: Endgame. It meant waiting four more years for this moment to transpire on the big screen, but the patience led to a rewarding experience. Since then, Jane Foster and Love became the latest recipients to wield Mjölnir in Thor: Love and Thunder, so Steve shares this feat with many others.
Setting Up Wanda Maximoff As Scarlet Witch
Wanda Maximoff, aka the Scarlet Witch, has become a fan-favorite character due to her formidability and complex character development. Credit goes to Age of Ultron for introducing the telekinetic witch, but it took a long while before her tragic story started to take shape. The movie also forewarned Wanda's incredible powers that would make her one of the strongest Avengers in the MCU - in particular, the final scene where she wipes out all the remaining Ultron bots.
Wanda's tribulations began with her twin brother's death, and her misfortunes continued to pile up with the accident at Lagos and Vision's death in Doctor Strange in the Multiverse of Madness. Although it is unclear if Wanda will return to future MCU projects, her expertise in chaos magic and multiverse may make her a key player in the MCU to uncover such uncertainties.
Tony's Fears & His Inevitable Sacrifice
One of the most important scenes in Age of Ultron is the visions for each character. Throughout the film, Wanda toyed with each Avenger's mind with a vision that could be their desires, fear, or unsettling memory. Tony Stark was Wanda's first victim to experience this, in which his vision played his worst fears of people's death and his failures.
While Tony has been dealing with PTSD since the Battle of New York, it would be the first time Tony revealed his trepidation, being that everyone dies, which is why he does what he did in Age of Ultron. Sadly, this apprehension came true when Thanos wiped out half the universe, leaving Tony dejected with defeat. It shows that Tony is more than just the "genius, billionaire, and philanthropist" - a human who wants to protect humanity and his loved ones at all costs. This moment would further justify his crucial decision, making the ultimate sacrifice to save humanity and finally find peace.
The Ragnarok Prophecy
Like Tony Stark, Thor's vision also foresaw an inevitable event where he encounters Heimdall, who continually pesters about Asgard's extinction and Agardian's death. Considering that Thor is supposedly a protector of the Nine Realms, listening to these remarks generated uneasiness. Therefore, once Thor helped The Avengers defeat Ultron, he embarked on his endeavor to uncover the meaning behind his vision, which explained his absence in Civil War.
This vision sets the Ragnarok prophecy in Thor: Ragnarok. It becomes clear that this day of reckoning was inevitable, albeit a chance to at least save the survivors and relocate them to Earth. Thor managed to do just that, as the remaining Asgardians have resettled on Earth and continue to play a part in society.
Laying The Storyline For Black Panther
Aside from the dreams and visions, Age of Ultron also subtly hinted at Wakanda and the Black Panther by introducing a minor antagonist, Ulysses Klaue. Throughout the movie, there were many references to vibranium, which originated in Wakanda and is the metal of Captain America's shield. It also showed a glimpse of vibranium and the means anyone would go through to get their hands on it (including Ultron).
Age of Ultron laid the plotline for the Black Panther movie by introducing Klaue as an antagonist and explaining the ongoing issue regarding vibranium smuggling. Although Klaue didn't pose a real threat, vibranium became a crucial element of T'Challa's leadership as the Black Panther by becoming more open-minded about changes, such as opening Wakanda to the world. As Thunderbolts.
Black Widow Relives Her Unsettling Past
Unlike the other Avengers, Natasha's vision was a memory from the Red Room, where she trained to become a Black Widow. Up to this point, she only generally alluded to her dark past before her recruitment with SHIELD. But Age of Ultron delved into Black Widow's origin in which she experienced intense training and "graduated" from the program with her operation.
Natasha's vision eventually orchestrated the plotline for the Black Widow movie regarding the manipulative program. The Black Widow Op Program was still ongoing, which became their primary objective to stop it. Hence, Age of Ultron hinted at this part of Natasha's dark past, with Black Widow expanding on it.
Hawkeye's Family
Perhaps, one of the unexpected revelations in Age of Ultron was that Clint Barton, aka Hawkeye, had a family. He explained that, given the dangers as a SHIELD agent, Nick Fury had set up this hideout to keep his family safe from threats. However, introducing Hawkeye's family would mark the worst nightmare for him.
Considering his family is his weakness, anything that happens to them puts Clint in a vulnerable position. This was the case when Endgame revealed that his whole family perished from The Snap, causing him to adopt a rogue persona as Ronin. His family has since returned, and the MCU recently started to explore the family's background, hinting at Laura Barton's potential history as an agent in Hawkeye.
Predicting Captain America's Wishes
Captain America's vision is not like any other Avengers. While most experienced dark memories or trepidation, Steve dreamed of a heartwarming moment, dancing with Peggy Carter. Steve's vision is a reference to Captain America: The First Avenger, in which he promised to have a dance with Peggy, only for that to never happen. It is a devastating feeling for Steve, who did not have his dance with Peggy since he was frozen in ice for almost seven decades.
However, this vision would predict Steve's fitting ending to reunite with the love of his life. Endgame closes off with Steve traveling back to his timeline, where he finally fulfills his dance with Peggy. The music in his vision in Age of Ultron also played in their dance in Endgame, bringing this moment to full circle. It was one of the few times that Steve did a selfish act, but still deserving after fighting for so many years.