If you were a reader of comic books, specifically Joss Whedon’s Astonishing X-Men, in the mid-2000s, you're picking up what I'm laying down: What if the big space ship we see Nick Fury on is actually the Peak, the space base of S.W.O.R.D.? If you're not a comic book reader, you might be wondering "What is S.W.O.R.D.? Is it anything like S.H.I.E.L.D.?" The answer is "yes." While S.H.I.E.L.D. protects the Earth from super-powered threats on planet, S.W.O.R.D. protects people from super-powered threats in space, or on other, alien planets.
Talos says he can't answer honestly when people ask where the Avengers are, but we don’t know why, exactly. Now that Earth's Mightiest Heroes have been credited with restoring half of the entire universe's population five years after they all turned into dust, there's probably just as much clean-up to be done in space as there is in Queens, where Aunt May's charity for those displaced by the Blip operates. What if what’s left of the Avengers (specifically Captain Marvel, Thor, and Doctor Strange, who all get name drops in this movie) are busy in space setting things right after Thanos' galactic reign of terror? It would serve as a good excuse to have some of the more powerful Avengers off-world (where maybe they’ll run into some Eternals?) while we make room on Earth for friendly neighborhood heroes, like Spider-Man and Shang Chi in his upcoming movie.
We don't know anything about how the Eternals will be adapted for the Marvel Cinematic Universe -- if, in fact, it's among the slate for the Phase 4 films. There have been rumors that Angelina Jolie, Kumail Nanjiani, Richard Madden, and Salma Hayek have been cast as the main characters, but there's no official announcement as to where these characters are going to show up. In the comics, the Eternals are an offshoot of humanity that was created by the Celestials to defend the Earth as its super-powered protectors, but that obviously hasn't worked out on screen. It's likely that the Eternals have already taken to space; in the comics, there are Eternal off-shoots that have made colonies on Titan (one of Saturn's moons, not the planet Thanos is from) and Uranus, which... sure, let's take Captain Marvel to Uranus, there are no jokes to be made there.
It's possible that Nick Fury (not Talos-version) and the Avengers have been mobilized to deal with this new super-powered group that has made themselves known post-Blip, and that Earth needs to deal with its own problems for a while. We'll most likely learn more about the Eternals and when to expect them when Marvel presents at San Diego Comic-Con toward the end of July.