"We are not Gods! We breathe, we fight, we die!" - Odin
"Give or take 5,000 years." - Loki
Stan Lee pulled the pantheon from Norse mythology (which is more of a religion than mythology, seeing as people still actively worship the pantheon in Scandinavia and Norway).
Yes, we're talking about Thor, Loki, Sif, Odin, Frigga, etc. if it wasn't abundantly clear.
Yet, several times throughout the MCU films, exactly what Thor and Loki are is left a bit of a mystery.
In the intro to the Dark World, Odin declares that Asgardians are not Gods but instead a race of "people" who happen to live a very long time.
Somewhat backing the argument is Black Widows comments in the Avengers, when Thor abducts Loki from the jet and tries to dissuade Cap from following by telling him, "they're basically Gods".
It was further cemented when Tony Stark gives Loki the "head count" by telling him that they have "you're brother, a demi-God" on the side of the Avengers.
To further complicate matters, we know have the infamous "I am a God, you dull creature! and I will not be bullied by some..." (Slam city) "Puny God" Hulk v. Loki scene.
After being spellbound by Wanda Maximoff, Thor tells Tony "I doubt any mortal....", which seems to back the argument that they are deities.
Marvel/Disney seem conflicted as to what exactly Thor, Loki, Sif, Odin and co. are.
Disney has a well known aptitude for being as PC as possible. We should consider the chance that they have a bit of difficulty admitting that the Norse pantheon as outright Gods in every mention so as not to offend anyone's belief system, which as we know is predominantly Christian, Baptist, etc. in the U.S., at least.
It really can be interpreted a variety of ways from the public as to what exactly they are. Personally, I think that they should just swing for the fences and call them what Stan Lee meant them to be: Gods.
By saying they are anything less than Gods is to assume they are an extra-terrestrial race. Granted, they are not from Earth or even the same realm, but to adopt that m.o. is too much of a detraction from the characters and their original intent as to why Stan put them in the books and too much on the side of Ancient Aliens.
While the whole extra-terrestrial phenomena is at a fever pitch right now, it would be a good idea to give the Norse pantheon their proper label of Gods and even though an argument could be made either way, it just seems something more Guardians of the Galaxy than Avengers knowing you have an E.T. on your team.
As a more explicit example, in the Avengers, I consider Loki the God of mischief to be leading a horde of Chitauri alien invaders, and would rather not just invoke Giorgio Tsoukalos and say "they're all aliens".