Although almost certainly this is a retcon, it's actually in keeping with Nick's personality.
From conversations in The Avengers between Tony Stark, Steve Rogers and Bruce Banner, where Tony is expressing his concern that they are not being told the entire truth:
Tony Stark: An intelligence agency that fears intelligence? Historically, not awesome.
He's referring to the fact that he and Bruce are both very intelligent, and could help analyze information to search for a solution. Instead they are being given very specific tasks, like find the Tesseract. Later in the same conversation:
Tony Stark: He's a spy. Captain, he's THE spy. His secrets have secrets.
Steve Rogers gets the same treatment in Captain America: The Winter Soldier. Steve is not told about the mission that Natasha Romanoff has when they go to rescue hostages from the ship:
Nick Fury: It's called compartmentalization. Nobody spills the secrets, because nobody knows them all.
Steve Rogers: Except you.
Nick Fury: You're wrong about me. I do share. I'm nice like that.
Nick also doesn't trust anyone except Maria Hill to keep the secret that actually he survived the attack on him, until it is clear that Steve and Natasha are going to be killed by Hydra.
All this is to just show that it's in keeping with Nick's approach to have a 'need to know' attitude.
As other's have said, the theft of the Tesseract was the issue at hand. They know Loki was responsible and his last outing in New Mexico was about as much information as Nick felt he needed to share about threats from the past.