During the mid-credits scene, the reason why Sif and Volstaag give The Collector the Aether is because they do not want it and the Tesseract—the cosmic cube from The Avengers—to be so close to eachother on Asgard. Interestingly enough, Sif refers to both the Tesseract and the Aether as Infinity Stones. This is undeniably a reference to the Infinity Gems that Thanos wields on the Infinity Gauntlet, which gives him power over time, space, mind, reality, power, and the soul.
It’s a bit odd that the Tesseract and the Aether are called Infinity Stones, as they are radically different from the gems in the comics, but this might simply be a small change for the movie universe. Either way, this short line of dialogue is hugely important to comic book fans and the future of the Marvel movie franchises.