Wherever a crime was committed, that was where the criminal should stand trial. That was common sense. But aliens apparently did not fall under that rule.
Never mind that they had entered illegally without applying for permission. Never mind that they had brought war to Earth, or committed all manner of evil here, causing enormous losses of life and property.
After S.H.I.E.L.D. agents went through untold hardship to capture an alien, someone would always suddenly step in and shout, "Hold it... agents, show mercy! This beast sneaked down to the mortal world while I was asleep. Please do me a favor and let me take it back for punishment."
And when faced with such a request, S.H.I.E.L.D. agents would simply agree, leaving the mess on the ground for themselves to clean up. It made Earth seem like some colony with no sovereignty whatsoever.
What was sad, however, was that everyone seemed accustomed to this situation. As for why, it was probably because they had already assumed that alien civilizations were far more advanced than Earth. If they refused such requests, it might trigger serious interstellar diplomatic disputes, perhaps even war.
If an alien fleet had truly arrived at their doorstep, its cannons aimed at Earth, or if the criminal had a particularly sensitive identity like Loki, an alien Crown Prince, then compromising after weighing the pros and cons would have been understandable.
But they never should have treated Loki's special case as the norm. They had also overlooked a crucial question: were all alien civilizations really so unreasonable?
Take Enchantress Lorelei this time. S.H.I.E.L.D.'s original plan had been to hand her over to Sif after capturing her and let Sif take her back to Asgard. The property damage and casualties Lorelei had caused could only be considered regrettable accidents.
S.H.I.E.L.D.