It's been four years since Jaimie Alexander last played Lady Sif in the Thor: The Dark World, which teased a possible romance between her and Thor, but she hasn't been back in the films since.
Instead, Alexander's last two appearances as Lady Sif in the MCU came on the small screen. She was a guest star during season one of she was snapped), but her appearance on Agents of SHIELD isn't why she hasn't returned to the movies.
The truth is that Jaimie Alexander has been preoccupied over the last several years with the NBC show scheduling did not work out. However, that may have been a blessing in disguise considering the Warriors Three all died early on in the film.
It is disappointing that Sif has not been part of the MCU during this time, but at least it is because Alexander was successfully leading a hit series. For fans hoping to see more of her in the MCU though, there is some hope for the future. Blindspot is set to end with its fifth season and Alexander has already finished filming. This should open up her schedule a bit more to potentially orchestrate a comeback to the MCU.
Alexander loves playing Sif and has said before she'd happily return to the MCU, so it may just be a matter of finding the right avenue for this to happen now. One way could be for Sif to appear in Sif could get her own series on Disney+ to show us what she's been up to recently, so that could be where she appears next. Or, maybe she'll be part of the Loki series with Tom Hiddleston. Either way, now that Alexander is done with Blindspot, now is the time for Sif to finally return to the MCU.