You learn that, rather than the Thunderbolts, the team you've been cheering on the entire time is in fact the New Avengers. Even though the film has only been out for one weekend, Marvel is already doing everything it can in the marketing to spoil this part of the movie,

Thunderbolts just morphed into The New Avengers — and the transformation didn’t happen in a press release, it unfolded inside the movie itself. That asterisk in Thunderbolts wasn’t a typo — it was Marvel teasing its biggest title twist since Infinity War.

The New Avengers, Marvel's new hit, has everyone going crazy after going from being Thunderbolts* to what we didn't expect, the successor to the Avengers!