To a certain degree, it's because Thor, Loki, Hulk, and Scrapper all make fun of ancient stereotypes, tamping down expectations that they'd ever want to be
typical superheroes, and then proving by their
actions that they're willing to make the sacrifices needed.
Captain America: Winter Soldier artfully dodges nearly every
typical superhero movie problem (as well as general sequel problems) with a stunning grasp of mood, total commitment to a «square» character, a smart choice of villain, and thrilling
action scenes that feel authentically dangerous (a complete rarity in blockbusters) rather than like stop - and - gawk «setpieces» with no actual stakes.