I appreciate morally compromised characters, but I usually associate them with realistic interpretations of human life, not space-and-time epics. Don't we all actually prefer the self-involved to saints? I'm elated to find frequent divided minds among the super-heroes who gather under the rubric of "The Avengers." Bruce Banner is my living notion of ambiguity, always teetering between unchecked power and unchecked rage. Tony Stark can be a prancing egotist, but he also knows guilt intimately and unrelenting. Thor can't get over himself; he's as self-centered as Tony without the wit or god help us finesse. Captain America, Steve Rogers, is the most saint-like of the Avengers but sparks a civil war when he refuses to subordinate his power to the state by signing the Sokovia Accords. He's standing up for what he believes as a principled person, that big government has no business holding a super-hero's leash. We have to applaud that righteous puritan.
The best example of moral complication is the great MCU villain Thanos, played by Josh Brolin through a trio of films culminating in Avengers: Endgame. Brolin, despite the heavy masking required to make Thanos appear other-worldly, plays a towering, powerful villain and a character full of regret on how the world is destroying itself with runaway consumption. He's kind of a soured environmentalist. Thanos believes as sincerely in his own moral mission as Captain America believes in his. Both are prepared to sacrifice life to be true to themselves. Thanos quite righteously sacrifices his adopted daughter Gamora on the desolate planet Vormir, because to obtain the Soul Stone he's instructed to sacrifice someone he loves. Gamora is handy. In The Infinity War, Thanos snaps out the lives of half of all living creatures -- not just humans, but animals too (visually the filmmakers make people turn to blowing dust before our eyes. The disappearance of Peter Parker who's cradled wounded in Iron Man's lap is truly one of those scenes that'll sneak up on you at the movies and make your eyes water). Thanos becomes a mass murderer not out of hatred, not for conquest, but because he wants the blessed world to be sustainable. He sees overpopulation and greed as the only defining features of this world, and those greedy traits offend him deeply. Thanos dies believing in his own heroism. His death is melancholy for that very reason. We hate to see any soul, even a misguided one, face his own colossal failure.
The writers of the MCU universe explore all sorts of topics, like the wholly arbitrary and spiteful nature of divinity, particularly the god Odin who brooks no stubbornness. (Any resemblance to the angry God Jehovah of Christian nationalists would appear to be purely coincidental.) Thor is my least favorite Avenger, except when he gets dissolute. In the long run getting banished to Earth improved his character. Natasha Romanoff, the Black Widow (played by the sparkling but-seriously-don't-mess-with-her Scarlett Johansson) is my favorite, and her self-sacrifice (again on that awful planet Vormir) to save Clint Barton (Hawkeye) is another moment of terrible moral consequences derived from doing what's right.
Heroes are necessary bearers of culture -- every culture, every sub-culture, living now and in every time. Heroes transmit principles, sometimes the local gospel, often the illustrated moral decisions that keep societies and civilizations cohering. We need them. I fall back on something my friend Dalton George wrote on Substack:
"I'm of the mind that we have a biological inclination towards heroes. Our longest-surviving stories, art, and songs detail heroes. An individual is up against something much great than themselves, someone using their agency to benefit the community, country, and place. There's a reason Marvel movies are the cash cow they are. Brighter minds than mine have observed that our society is largely starved for heroes."
I relish the idea that heroes arose from our very evolution through danger. We have to have heroes, and we'll create one on the spot if need be. But the Sokovia Accords were all about keeping unchecked power under scrutiny. Because otherwise giant ballrooms arise where once there was the law and duty and honesty and the good of the body politic. Heroes are not self-centered pricks.