I am not saying there is no other art (movie/literatture) that makes you think more then these. But like, superheroes and hollywood are not that.
I'd like to think that at least some modern literature is thought-provoking; I'd even say that Hollywood sometimes makes films which are unexpectedly deep (though they tend to be smaller-budget than the superhero stuff). That said, given that billions of dollars go in, what comes out is... not very impressive.
I said "nuanced" and "better at making you think" which is something completely different. One big reason why it is better at making you think is that it is not having simplistic singular message I am supposed to learn so that I feel like the movie had proper message.
If anything, I would compare it to Westworld or game of thrones, neither of which is Hollywood and neither of which is super simple message of "violence is bad".
All the classic writers fundamentally write about the human condition. They are not concerned with anything other than that. They are masterpieces that capture essential truths and have the power to transform human thought and civilization. Which is whey their works have endured the test of time for thousands of years.
Compared to the classics, modern superhero films are garbage. They are focus-grouped, market-tested, mass-produced filth aimed at "everybody" (a close approximation of Nietzsche's "last man" [1]) They possess no intelligence, do not want to make you think, rattle no cages and aim at nothing but pandering and exploitation.
Do you see the difference?
[1] https://en.wikipedia.org/wiki/Last_man