Post Avengers was:
IM3, no shield involvement IIRC, fury alive, coulsen dead
Thor2, no shield, fury alive, coulsen back
CA2, shield still around, fury 'died', couslen back and promoted to director
GoTG, not even remotely close to earth
So, unless shield, or fury, or coulsen, or whomever was supposed to personally call each one and tell them they were in fact, now alive, they haven't been lied to yet.
Now, you WOULD think that as part of re-assembling shield that coulsen might place a call to one of them not named thor. And, who's to say he hasn't? Just because it wasn't on screen doesn't mean it didn't happen. Or, he could very well think that since they think he's dead - it's a joke or not him or hydra impersonating him, etc.
Personally, I do expect to be addressed in AoU at some point. Then again, none of them are listed on imdb as being in it either at this point.
As for Fury, there are but a handful of people who know he's still around. Seems they're all keeping their mouths shut on it as well. He'll announce he's still alive in AoS in the next couple weeks or in AoU and we go from there.
Still, to this point, there has been no lying to the avengers on screen yet. Hell, Sif knows coulsen's been back well over a year now. I'm guessing she's let thor in on it by now. I don't recall them telling her to keep it a secret.