"This is nuts," Downey Jr. said looking at his admirers.
Ahead of the event, fans in Seoul were asked to write down what they would like to hear from the Avengers team. The three actors picked one message each and read out on Monday.
RDJ picked "Don't give up. Keep going."
This made many people emotional as it comes amidst rumours about his exit from MCU.
On being a team, Feige said "Everyday feels like a team. There are moments in '...Endgame where we are all together led by Robert Downey Jr. who has been the leader of the team for 10 years. Whenever he is on set, we feel like the Avengers."
Downey Jr. also joked about going around various Korean theatres in disguise after the film hits the screens later this month.
"You will see me out there. I'll be trying to steal your popcorn," he said.
But after the fans thanked the team by putting up "A" glow sticks together, he and the others got emotional. Larson, who looked no less than a Barbie in a sleeveless figure-hugging blue gown with pink ruffle at the hem, got all teary-eyed.
For a thank you video, thousands of fans had even submitted videos of them in the superheroes' costumes or enacting scenes from their movies or playing the theme song.
Downey Jr. also reciprocated by putting out a thank you video. Before he bid adieu, he got on stage one last time and said "I just want to say that from 2008 to this moment, the universe has expanded and my and Jon Favreau's first trip here was to..it was really when we felt that we had a chance at continuity...so, I didn't want to leave without coming back and saying...
"I know that most of you were young when the first time we came here, and now I see you all growing up into fine men and women. I just want to say I am proud of you and I am very grateful," the 54-year-old star said.
"Avengers Endgame", the 22nd film of MCU, will be the end of an era that revolved around Iron Man, the Hulk and Captain America, among others.
(Natalia Ningthoujam is in Seoul on an invitation by Disney India. She can be contacted at firstname.lastname@example.org)