Board Thread:General Discussion/@comment-3123266-20140303175822/@comment-2127388-20140424210920

Maybe yeah. It would be more logical that he hands over one Stone (Scepter) to Loki to acquire another (Tesseract), and having another in case the former is lost as well. Speculation, but it has its value.

It is somehow stated that Collector is associated with Thanos. In his Relations it is said "Enemy turned Ally", so when Collector has Aether is the same as Thanos has Aether. Also it will be Collector that will hold the Orb in GotG, so I presume that Thanos uses Collector as keeper of the stones, because he has credibility in the galaxy.