/Film gives us the inside scoop on this:
In the pilot, it’s revealed Nick Fury (Samuel L. Jackson), the ultimate super spy, faked Agent Coulson’s death on purpose to motivate The Avengers. Some S.H.I.E.L.D. members were in on it (including, possibly, Maria Hill played by Cobie Smulders) but The Avengers were not. Their security clearance wasn’t high enough. Coulson was forced to hold his breath as part of the ruse and that’s a point of contention among his colleagues. After the fact, Fury moved him to a remote location until things died down, and then he was reinserted into duty at the time of the show.