If the Avengers: Infinity War's ending left you with an open jaw then the post-credit scenes might have made you jump from your seat. The final scenes of Avengers 3 showed Nick Fury sending out a cosmic Mayday for Captain Marvel's help and now fans are wondering why the leader of such a huge organization did not ask for her help before? At the same, why he waited for the very last moment to send a signal for her help?
As per the comics and the released trailer, Nick Fury first met Captain Marvel in 1995 during the events that will be featured in her solo movie. During that time, he was just a junior S.H.I.E.L.D. operative and had very little knowledge about superpowers. After their adventures — which we will see in Captain Marvel movie — Carol Danvers will head for her space or there are chances that even she is on ice like Steve Rogers after Captain America: The First Avengers.
A recent fan theory now attempts to address why Nick Fury did not call Captain Marvel earlier. As per this interesting theory on Reddit, the upcoming Captain Marvel movie will show Carol Danvers' friendship with Nick Fury. However, in the end, Carol might give that pager to Nick and instructs him to only call her when he is in dire need of her help. At the same time, something about Carol might have made Nick realize that it is way too risky to call her back to the planet Earth again and that is why he never called her before.
At the same time, there is no evidence present in Avengers: Infinity War suggesting that Nick Fury was aware of a need for Captain Marvel until he sees people vaporizing on the streets of New York. It was revealed in the movie that the main battle was taking place on Titan, and Nick Fury had no idea about it. What was happening inside Wakanda was also not made public so Fury had a very little knowledge about the place as well.
As to why he wouldn't call Captain Marvel for other similar incidents like when Loki attacked or when Ultron destroyed almost everything? Nobody knows, but presumably, this will be explained in her stand-alone movie, which as per the released trailer take place during the 1990s and is scheduled to release in 2019.