As usual with art, this is a cultural thing. For example, I visit Bologna, in Italy, every summer and in the central square of the old city there's an open-air film festival where they show a different movie for free every night, I think for all three months of summer. I've sat through a couple of them and there's always a lengthy introduction to the movie by some kind of artsy person who gets up on the stage and speaks for half an hour analysing the movie's significance and going into depth in the symbolism of scenes, like the "blue=sad" thing in the joke you quote. I mean, I like artsy fartsy movies (the stuff Hollywood usually tags as "world cinema"... yeah, guess what, the rest of the world also makes movies) but the analysis can get a bit boring and I resent the attempt to direct me to look at particular details that the speaker wants me to pay attention to. I want to notice the details I notice. So much analysis just spoils the movie for me - and the same goes for any work of art. It's not that I can't find something deep in art, but I want to understand what is in my head and in my heart and not be spoon-fed whatever the artistic establishment has chosen I have to notice.
Still, in pop culture and the mass market, I think the scales are tipped well to the side I'm mentioning. One interesting case study has been the movie Annihilation - a very obviously symbollic film, but one which has often been reviewed almost exclusively in terms of it's world (what were the alien's plans? Was that the real Lena at the end?), especially if you look at places like YouTube.
People want more than a 2 hour connection with a story it seems like. They’d prefer to know Jon Snow for 5 years than for 3 hours.
So it isn’t that the audience is unwilling to invest into deeper stories, it’s just they don’t feel like doing it via short term relationships anymore. I’m sure Nomad Land has a point, but I think audiences are kind of over that now days.
Serial drama is the powerhouse now days, not the epic movie.
I think the main difference has been that films that used to be almost universally relegated to B movie category - action sci-fi - have become very much mainstream, especially thanks to Marvel. The quality improved dramatically compared to 80s and 90s and 00s B movies (though of course they are far below actual good movies in terms of complexity, emotional maturity etc), and they are a sure fire way of getting good revenue. As people get tired of them, we will likely start seeing more interesting experiments
The most unfortunate direction though is that there is massive hostility in the popular culture against complexity and symbolism that is more than skin deep,for which I mostly blame the heavy handed way literature is studied in school. This is often repeated as the joke 'what the author said: the curtains were blue; what the teacher says the author meant: [long lyrical explanation of blue=sad]; what the author meant: the curtains were blue'. This obstinate refusal to look past the surface of a piece of art is a very hostile environment for mass market high art.