Captain America's a little worried about this Mandarin business, but the rest of the Avengers seem pretty chill. (Check out the gif on clickthrough where Cap asks why Thor's a cardboard cutout.) "Terrorists are bad for my blood pressure.
"From the moment Odin saw Loki, he saw an instrument to end a war. From the moment Loki saw Odin, he saw someone he could love. Loki wanted Odin's approval so much he changed his form to look like an Asgardian. Even as a newborn.
Because I don't think Cap would actually aim a gun at anyone in public so they'll settle on laser pointer, cause Steve thought "who can tell the difference right?" Plus they won't have the cash to buy that kind of gun anyways so, Hello laser pointer!