Maybe because the space stone left its container so people have more control over it.

^ But Loki did that with container on.

Well then it's because writers wanted to change it

Maybe it can just do both XD

Idk, this is a very interesting you've noticed!

Maybe the user red skull didnt know what he was actually holding. And thanos and loki knew what it was and how to work it. And for the beam loki used at battle of New York was harnessed by a machine.

The Red Skull said that the Tesseract banished him to guide others to a treasure he cannot possess, so we can assume that the different transportation was because of this curse or whatever you want to call it. As for the beam above the Stark tower, there's actually a portal at the end of, and the beam is just a projection of some kind. So it's not that different.

The way I see it, the "beam" was a product of the device that was controlling the Tesseract. It was rather just a product of the technological method of using the Tesseract. When using it manually, like Thanos and Loki did, it transforms into a weird cloud of blue that teleports them wherever they want.