Captain Marvel has a healthy ego, but no ego is healthier than Thor’s, so it should be interesting to see them together in more scenes. She fed their egos with her answer, basically saying this planet was already covered so they didn’t need her help — until now.
Article source: https://www.cinemablend.com/news/2470296/why-rhodey-is-circumspect-about-captain-marvel-in-avengers-endgame