Because of their immense power, only those with exceptional strength can handle the Infinity Stones, and the Celestials, who are so powerful, used some of the stones to put their plans into action. The Collector explained this to the Guardians at the time.
Under normal conditions Thanos couldnt beat a celestial. An average celestial is on par with a moderatley fed Galactus and Thanos didnt do great againt him.
Thanos killed half everything! Every man, woman, child, animals, plant life, alien beings (including The Celestials). He meant what he said when he would kill half of life within the known universe. No one was excluded except those who survived the outcome.
Enraged over the Celestials despoiling the Abyss through their creation of the 7th Cosmos, Knull manifested a blade of living abyss from his shadow – creating the first All-Black The Necrosword – and decapitated the Celestial, thereby marking it as the first death in the renewed Multiverse.
Arishem may have calculated a simple cost benefit analysis and determined that opposing Thanos given all of the aforementioned conditions simply wasn't worth taking the risk to himself.
Apocalypse states that the Hulk's power/energies can challenge or possibly even overcome the celestials themselves.
Magic Immunity: Celestials are mostly immune to the forces of Magic, being extra-dimensional beings. However, they can be at least partially be affected by powerful and specific Magic that can cut them off from their powers.
This is why Wanda's powers are so strong, but her genetic disposition - which may be the beginning of the development of mutants - also accentuates her abilities. Besides, Wanda's anger has increased her power level, and WandaVision just revealed that she now could hold her own against a Celestial.
The comic books offer an answer as in Infinity Gauntlet #5 Thanos couldn't destroy cosmic forces and instead imprisoned them inside Eternity, the avatar of the universe, and seeing Celestials as multiverse beings and the Infinity Stones and the snap belonging to one specific timeline/universe, the Celestials and other ...
Now, it's not explicitly said in Eternals nor in any other MCU movie if Thanos knew about The Emergence in Infinity War or not, but he most likely did.
Galactus Is More Powerful Than The Celestials.
The Sentry, one of the most powerful characters in the Marvel Universe, was barely able to make a dent in one. While Knull, the King in Black, while possessed the Necrosword, was able to both kill and enslave Celestials. Perhaps the only other character with the power to kill a Celestial is Franklin Richards.
The Asgardians have come into conflict with the Celestials on multiple occasions, with mixed success. The Stone Age Avengers, led by Odin, were successful in defeating and burying the Mad Celestial when it arrived on Earth over a million years ago.
Necrosword is a powerful weapon capable of killing Celestials.
Theory: The Celestials Created The MCU's Infinity Stones
Each Stone represented a different aspect of the universe – space, mind, reality, power, time, and soul – and when used together, they channeled immense power.
Celestials are weirdly vulnerable to vampires, with a recent lore change hinting that this may mean the Elder Gods are their opposite number.
Dormammu isn't a Celestial. He is a Faltine which is a race consisting of beings of extra-dimensional energy born from pure energy. He resides in the Dark Dimension from which he can draw energy to augment his powers.
The heroes try to stop the Progenitor several times, but their efforts are futile, as a Celestial is simply too powerful to be harmed or killed. However, this is not necessarily true. In fact, Thor owns a weapon that was created with the exact purpose of killing Celestials, and he used it effectively in the past.
Galactus is likely to win in a fight against a single Celestial as he has defeated a Celestial in the past. But against multiple Celestials, he doesn't stand a chance. It is often said that Galactus is somewhere at the level of a Celestial and is quite possibly a bit stronger than most Celestials.
In the cosmic hierarchy Odin is below celestials.
When the Dark Celestials invaded the Earth to purge the planet, they attacked and killed Celestials, including Arishem, by infecting them with the Horde. The body of Arishem was sent to the Earth to herald the Dark Celestial's arrival, and it landed in London.
After all, It's because some fans thought that Galactus is a celestial, but no. Galactus is not a Celestial. Both are considered space gods threatening to destroy the earth. Both are giants with unimaginable power and have very similar wardrobes in the comics.