I didn't know he wasn't corporeal, so it didn't bother me. Now I do, but oddly enough I still don't care.
What kind of sequel could there be on a dead planet earth? Because they're cosmic, they have a greater chance of finding a way of jumping realities once they're done (or get bored) with their universe. I wouldn't want them to visit the Marvel Universe, though, because that would lead to all kinds of lameness (not to mention contradicting story logics).