They knew Strange had it. They were expecting to find him there, not the Ancient One.
Now, they could've worried that Strange or the Stone wouldn't be in the same place, but the Sanctum is clearly lived-in when Tony and Banner visit, and Thor got a pretty interesting tour in Ragnarok, so the odds would likely seem pretty good that, even if Strange or the Stone aren't at the Sanctum, the people there will know where to find it. At worst it's a place to start looking.
I'm actually pretty happy we got that scene; it helps show that the wizards weren't just ignoring the stuff happening in the world (the Ancient One fighting Chitari was great), but still chose not to reveal themselves to the Avengers. Made sense to me.
Anyway. Saw the movie yesterday with my wife and son. What a emotionally draining but satisfying experience! I feel like the O6 Avengers all got a "proper" ending, which was one of my biggest hopes/concerns; Banner has found his balance with the Hulk and is celebrated by earth. Clint got his family back, finally got handled like a real badass and had some really strong moments (about time to) while setting up a perfect way for him to pass the torch. Widow got to make a heroic sacrifice, ultimately putting to rest her fears that she wasn't "really" a hero (yeah its lame that the only female OG Avenger died but I thought it made sense within the context). Steve got his happy ending (I originally thought he and Tony should both die but after seeing the film.....that'd be too much heartbreak, one of them deserved a happy ending). Tony's death, which I think most of us saw coming, was a perfect way to wrap up his story and finish the character arc he's been on since the Battle of New York. His final line was perfect. And Thor gets the prospect of more adventures (I have hoped Hemsworth would stick around and this gives me hope he's got a movie left in him).
I thought the pacing early on was a little slow, and it took a while for the narrative to really get going, but once it hit its stride the time just flew by; it didn't feel like a three hour movie to me or the fam. The editing was as good as it was going to be considering all the plots the Russos had in the air. I'm not sure how I feel about the five year time jump staying, or about the way they handled time travel itself. Gonna have to watch that a few more times to figure out their internal logic; they had to return the Stones to the eras they took them, but 2014 Thanos and his forces dying didn't change history? What?
I also wish we had gotten some more interactions between random characters and some explanation about the Soul World.....but while I would've happily accepted a four hour movie I doubt most people would've rolled with that so I suppose those things just couldn't have been done and I can be cool with that. There's always future movies that might dig into those things.
Good humor sprinkled throughout which, given how friggin depressing this movie was at times, was definitely needed. Ha! America's ass indeed!
That final fight scene.....just wow. Avengers assemble. Ant-Man punching the....Chitari whale-thing in the face, the girls all getting together, Steve wielding Mjolnir (and Thor's reaction was great). Carol's solo fight with Thanos. I think the only way I could have been any happier is if Thor had gotten a slightly better showing there. He still kicked ass though.
Many of the cameos were unexpected (Jarvis? Crossbones? Sitwell? Never saw them coming). The callbacks to earlier films were all handled really well. The way they used Gamora and Nebula was excellent. Shame we didn't get Vision or Coulson, I feel like they're the only two who were missing. Even if both are returning on Agents of SHIELD and Wandavision (awful name) seeing them here would've been really nice.
Fat Thor was a ton of fun, though I feel like they ran a little too hard with it. The reasons Thor let himself go (in more ways than one) feel legit, but at the same time the man's a king now and I thought ignoring his responsibilities for five whole years was pushing it. Still, once he had a purpose and a chance to redeem his failure I thought the Russo's did right by the man. His "I'm still worthy!" was heart-touching, his making Steve trade Stormbreaker for Mjlonir (you take the little one!) was funny and highlighted some of his growth; even at this low-point he's moved on in some ways. And, finally, after all these years, he had a proper beard!
Yeah. I really couldnt be happier with how Endgame played out.