Yes. That would have been the very best scenario to introduce them into the MCU. Thor would have brought a ton of people in that know Thor right off. Thor was the one they used to bring the Eternals in the marvel universe way back in the 280s. I think they missed a really big opportunity here. It is a wasted opportunity and it is puzzling Marvel did not see it. Same thing goes for Superman in the New Gods movie. Once again beautiful lead in guaranteeing butts in seats. Whether either movie would benefit in the long run would stand on the quality of the movie.
Could have shown odin and celestial disputing over earth from way back, and that Thor would now be getting involved with Celestial host now coming back!