Pretty broad statement. I never read comics as a kid. Just wasn’t interested. Many Marvel movies have great moral dilemma’s in them. Captain America, The Winter Soldier is a great story about two friends and comrades that have taken different paths. Iron Man movies are full of the consequences of good and bad choices.
Sure. But these things are set in a fantasy world within a fantasy world (a superhero 'universe' within the fantasy of a film). One could argue 'hey, it's just a movie', and even the originators of plays / popular entertainment, the Greeks, had the intervention of their gods and the deus ex machina... And they're all just tales, stories to pass the time. But I prefer something a little more real world in my fantasy, if that makes sense....
With so much happening in that real world, there is plenty of material to work with. But Hollywood prefers not to deal with real-world stories. The superhero universe is safer. You won't offend anyone. And do a Black Panther and suddenly you're leading the civil rights movement.