What do the Infinity Stones add to the MCU? The thing powering the Nazi rayguns shooting Captain America is the same thing Loki steals to transport his army, and is a component of the superweapon in the latest movie. So why is that better than just having a separate comic-book thing for each movie?

I can think of a couple reasons:

1. It creates a common thread to tie movies and characters together: Cap has a reason to care about the thing Loki stole because it’s the same thing he saw the Red Skull use to try to conquer/destroy the world. 
2. It avoids the need for new exposition: what’s this thing? Oh, it’s an infinity stone. The audience knows what those are already.
3. It creates the setup for Avengers: Infinity War.