It looks like Avengers: Age of Ultron will be Joss Whedon's last dance with the Marvel Cinematic Universe, at least as a director.  We reported last month that it was

"very doubtful" Whedon would return for Avengers: Infinity War.  The director explained how the movies are an incredibly draining experience, that it's been five years since he created something that was completely his own, and that the two-part Infinity War would take another four years out of him.

So it's understandable that he would want to do something else.  Speaking to Buzzfeed, Whedon explained that while he doesn't want to say he's completely done with Marvel, he definitely wants to move on to other projects:

I would never rule anything out, because I like working here. By the same token, the biggest thing for me is that I need to do something that I create myself. It’s been way too long since I created a universe. The last thing I did before The Avengers was [directing an episode of] Glee, and in between I did Much Ado About Nothing. So I haven’t created my own universe for over five years. That feels wrong. You know, my own universe might be a book of haiku. I’m not necessarily saying I’ve got a grand scheme.

I fully support the 5-7-5 Universe.

Whedon also emphasized that he'd like to do something that focused on a single protagonist:

One person. Can’t stress that enough. Movie about one person — not a team, not 10, just one. But [I would] do a nice sort of hard action movie that combined all my favorite things. Something that would be the love child of Sam Fuller and Edward Gorey. You know, I’ve had many thoughts since then. Oh, I could do this! Oh, I could do that! But it is my instinct to want to tell those stories.

So what about Captain Marvel?  She's one person!  That's only one movie!

Sorry, kids.  Whedon doesn't think he's the right man for the job:

Captain Marvel I don’t know as well. There have been a few [versions] of her. I have the first issue of Ms. Marvel, back when she was that, and had the Farrah hair. My only issue with her is that she always felt sort of on top. She was very driven. A winner. I always like to dig into the soil of things to find my heroes, if I can.

While Whedon has been a valuable part of the MCU, I'm glad he's moving on.  The MCU is bigger than any filmmaker, especially since it's run more like a television series.  The success of The Avengers and the presumed success of Avengers: Age of Ultron has given Whedon some serious clout, and now it's time for him to use it.