This is my headcanon, too. By separating the Infinity Gems into multiple heavily-safeguarded vaults (a more intelligent plan than simply hiding them as the Aether originally had been), Loki achieves two things:
1. Delay Thanos, since he now has to go get them from (up to) six different heavily-guarded vaults;
2. Weaken Thanos, since he has to spend resources breaking into said heavily-guarded vaults.
Assuming Loki is actively working against Thanos, both of these are good for him, since they give him more time to come up with a plan and the resources to stop him, and also potentially cost Thanos significantly in resources/pawns. So it’s looking good for the so-far-headcanon/fan theory that Loki deliberately threw the war in The Avengers, either to directly foil Thanos’s plan to get the Tesseract then, or to set himself up for this more long-term strategy.