The Avengers: Age of Ultron and Captain America: Civil War are both examples of this: they pontificate about the responsibilities of people saddled with preternatural power, and they draw viewers in with the spectacle of titans clashing. The incipient DC Cinematic Universe takes this even further: Man of Steel, Batman v. Superman, and Wonder Woman all portray their heroes with religious imagery, and their most interesting formal quirks are ones that emphasize their alien, superhuman nature.
The problem with this is twofold. The first part of it is that alien heroes are divorced from the rest of the world. They stand above human politics and material weaknesses. The second is that by exploiting the spectacle of their power, these films are ultimately completely credulous toward their heroes. Man of Steel and Batman v. Superman might warn against Superman's potential to cause mass upheaval, but at the end of the day, no one else can fight Zod or Doomsday. Age of Ultron might chastise Tony Stark for his hubris, but at the end of the day, no one can stand up to cosmic threats other than the Avengers.
Ignorance and credulity are common, but not necessary components of these films. Watchmen, for instance, shows us a superhuman alienated by his own power, seemingly trapped in a state of emotional stasis and expressing doubt in the worth of humanity. What's more, his power bears a direct relation to nuclear power, the existence of which exerts a similar effect on the world at large. And though I have a fair number of problems with The Dark Knight, it at least tries to engage with how the exercise of power affects people who lack power, aside from protecting them from the supernatural.
It's also worth noting that the escape from the problems that plague current superhero films doesn't have to be thematic. They don't have to question power or reveal some truth about the world to be better. It would be just as well that they give up their pretensions and instead aim for a more unique, more intuitive experience. The DC movies do deserve some credit here, both for the aforementioned way they evoke alien presences and for the way Batman v. Superman so often resembles some kind of nightmare more than reality.
Still, they're ultimately unsatisfying, and it goes back to their attempts at thematic inquiry, which in turn goes back to their self-important posturing as "myth." Maybe this is criticizing the films for what they aren't more than what they are, but I've never really bought that. If I had to say what I thought these films are, I would say they're facile and complacent. I'm only judging them according to what they aren't in terms of how they relate to the countless other things that exist in the world beyond the screen.