The Marvel Cinematic Universe may have creatively and successfully adapted Thanos but forgot to unite him with some of his closest ties, like Lady Death, Eros, and Mar-Vell. In the MCU, Thanos is called a "madman" for a different reason than the comics. In The Infinity Gauntlet by Jim Starlin and George Pérez, Thanos creates the Gauntlet and snaps away half of the universe's life right at the beginning to sate Mistress Death's appetite. This disaster causes the superheroes to unite and face him. On the contrary, the MCU's Avengers: Infinity War builds up to the moment of "the snap" and only accomplishes his mission after Thor sticks Stormbreaker in his chest. These changes make sense; after all, Thanos needed to be an Avengers villain in the MCU.
In the comics, Thanos has several ties with characters from all over the Marvel universe. For example, Eros (also referred to as Starfox) is an Avenger, an Eternal, and Thanos' brother. Eros is hugely influential to Thanos' life, even in The Infinity Gauntlet, Thanos' most iconic story. After wiping out half of all life in the universe, Thanos almost immediately captures his brother, removes his mouth with the reality gem, and tortures him. Thanos massacres trillions of people across the cosmos just to upset Eros and to please his love, Lady Death.
Mar-Vell, Marvel's first Captain Marvel, also has a deep connection to Thanos. In The Death of Captain Marvel, both written and drawn by Starlin, the Pink Kree superhero Mar-Vell is dying of lung cancer. The story is actually quite emotional. Some of the greatest minds in the Marvel Universe, like Mr. Fantastic, Beast, and Hank Pym, attempt to cure his cancer but fail. Once Mar-Vell accepts his fate, he tells Eros to look after his loved ones while peacefully awaiting death. As Mar-Vell walks away, tears slide down Eros' cheeks. Once all the heroes pay their respects to the heroic Kree, Thanos is the last to visit. The Mad Titan reveals Mar-Vell is one of the only people he respects. Thanos does what Mr. Fantastic couldn't and heals Mar-Vell for one final battle.
Thanos threatens to destroy the Heart of the Universe, the object that allegedly "pumps blood" into all life on Earth-616. Mar-Vell attempts to stop the Mad Titan and faces several of Thanos' constructs. He then punches Thanos himself, shattering the Titan's limbs and head from his torso. The real Thanos appears and lifts his false "statue" head, telling Mar-Vell that it has all been an illusion. Lady Death then joins Thanos and the Kree in her humanoid form. Mar-Vell tells Thanos and Death he no longer wants any illusions. Death changes into her skeletal appearance and welcomes Mar-Vell to his end. Thanos, Captain Marvel, and Death all fade away into the light as the Kree warrior finally meets his end.
The MCU decided to combine Mar-Vell and the Supreme Intelligence as one role (portrayed by Annette Bening) in order to quicken Carol Danvers' origin as the only Captain Marvel. It was understandable to accommodate Carol Danvers to the big screen as fast as possible; she is, in the end, more important to the Avengers than Mar-Vell. However, treating Mar-Vell as a little more than a reference left many comic fans disappointed. The Death of Captain Marvel would have been a beautiful story to bring to the MCU. The good news is that different timelines are bringing strange new alterations to the MCU. Fans might witness Thanos and Mar-Vell's relationship on-screen yet.