Let's look at setup/payoff from 2021-2023, to see the status of things.
Wandavision: Set up Wanda's arc for Multiverse of Madness (though with less writing coordination than was ideal). Monica Rambeau was shoehorned in, to allow for her later use in The Marvels. Agatha All Along eventually served as a sequel of sorts.
I don't think Monica was "shoehorned in" any more than T'Challa was in
Civil War. She played an important role in the storyline.
The Falcon and the Winter Soldier: The show was clearly meant as a "passing of the torch" to Sam as the new Cap, even though the short scene in Endgame made this clear already. Hopefully there will be decent payoff next year, as both the new Captain America movie and Thunderbolts follow up on segments of the story.
IIRC, it also set up Sharon as the Power Broker, but I don't think that's been followed up on except in
What If...?
Loki: A great show which is looking to be a pruned timeline, given the whole He Who Remains/Kang plotline was dropped entirely.
We don't yet know that. They will be shifting focus away from it, but it's premature to assume they'll just ignore all the setup rather than finding a more concise, organic resolution for it. It would be pretty bad writing to do the former, so I have faith that they won't be so lazy.
The TVA has been referenced in
Deadpool & Wolverine, of course, and briefly in
What If...? this season.
Black Widow: Set up introducing Yelena (later seen in Hawkeye). Will be more payoff coming with both (plus Red Guardian and Taskmaster) in Thunderbolts, but we've been waiting four years now for this.
Why are people critiquing movies so quick to forget the huge pandemic that threw everything off track about four years ago, not to mention the writers' and actors' strikes in 2023? It's not Marvel's fault that their plans were delayed, any more than it's the Arrowverse's fault that their big post-Crisis shared-universe crossover plans got scuttled by the pandemic-era restrictions on production crews interacting. Heck, unlike the Arrowverse, at least the MCU is still in production and has the opportunity to catch up.
Shang-Chi: Amazingly, the most solid 2021 MCU movie has gotten zero follow-up. If you squint hard, you can see where his rings could be related to Kang's tech later seen in Quantumania. But every character introduced here has been left unseen, other than in episodes of What If...? Pretty soon, Simu Liu is going to be pushing 40. What did we have his origin story for again?
This is very disappointing, but at least we have
What If...? This is why I have zero patience for people who dismiss animation as inferior or unimportant. WI has been a valuable addition to the MCU, largely because of the followup it's given to characters and ideas that haven't been revisited in live action.
As for Liu pushing 40, I don't think that means as much for a martial-arts star. Look how much ass Michelle Yeoh can still kick in her 60s. Jackie Chan was doing impressive action well into his 50s, as did Ming-Na Wen on
Agents of SHIELD. Heck, even in American film, it's commonplace for action leads these days to be in their 40s or 50s. Dwayne Johnson is 52, Jason Momoa is 45, and they're still getting big action roles.
Eternals: Tried to do so much, introducing an entirely new team, the Black Knight, Thanos's brother, and a tiny voice cameo for Blade. None of it means anything within the wider MCU, as it seems they've abandoned any effort to do much of anything with it.
Which is a shame, since I really liked it. And who doesn't want more Gemma Chan?
Although it appears there will be followup for it in
Captain America: Brave New World. And two
What If...? season 3 episodes were derived from elements of it.
Hawkeye: A passing of the torch to Kate Bishop, who is a character that we've still not seen again other than that tiny post-credits scene at the end of The Marvels.
And in
What If...?
The MCU did more with Echo (who inexplicably got her own series nobody watched much).
It's not "inexplicable." The
Hawkeye producers were really impressed by the actress and gave her a spinoff. That's how spinoffs usually happen in TV and film. Audiences today are just too blinded by the fixation on characters as pre-existing IP rather than as opportunities for actors to demonstrate their skill and charisma.
Moon Knight: Almost totally self contained, though in this case, perhaps refreshingly so, as other than a blink and you miss it reference to Majipoor it's hard to even know it's within the MCU.
Moon Knight appeared in the
What If...? season 3 premiere, but in a minor role that could've been filled by any character, so it was random that they used him at all.
Multiverse of Madness: The post-credit scene here has no clear way of being paid off. I guess Agatha mentioned Wanda's death, so that's something.
I think this enormously understates the degree to which
Agatha All Along was a direct sequel to
Multiverse of Madness. Its entire story arc was catalyzed by the consequences of that film's events, and largely served to reintroduce a character who originated in that movie and position him for the Young Avengers.
Ms. Marvel: This was meant as an introduction of Kamala Khan and to set up the Marvels. I think the show succeeded as setup in spades, even if the payoff left much to be desired.
I thought the payoff was excellent. Despite the rhetoric of people with agendas to advance,
The Marvels is a very good movie that only underperformed because the strike precluded the cast and crew from promoting it, and it was actually the number one movie in a release weekend where
every film underperformed because of the strike. It also appears to have done well in streaming on D+, though it's hard to get specifics.
Thor: Love and Thunder: I don't expect we're getting more Thor, or the teased Hercules any time soon. It's a shame the execution was poor here, because with a bit more tweaking, this could have worked as a semi-retirement for Thor.
Zeus appeared in
What If...?, but not played by Russell Crowe.
She-Hulk: Attorney at Law: While this show had a lot of cameos, I don't think it really was meant to set up much, other than that weird last-minute drop that Bruce had a son. I don't think that CGI child will be seen again, even if we get Young Avengers. Why not just cast a Hulkling? Much cheaper.
I'm really disappointed we
didn't get Shulkie in
What If...? My pet theory is that her superpowers include the ability to perceive the Watcher, and that he's the audience she's talking to. (Although that wouldn't explain the fourth-wall-breaking finale of her show.)
Black Panther: Wakanda Forever: Another "passing of the torch" story, with a new Black Panther rising. The secondary use, however, was to introduce Riri, which has been a bit squandered with the repeated delays of Ironheart.
Delayed, but still coming. Again, the delays were unavoidable due to worldshaking events, so it seems petty to complain about them.
Quantumania: A complete and total waste, since this was supposed to be the "proper introduction" to Kang, who was teased in Loki, but he was squandered so badly that between that an Jonathan Majors being a scumbag, they completely retooled their planned arc for Phases 4-6.
The setup may have been wasted, but I think the movie's still fairly worthwhile (if flawed) in its own right, which is immensely more important than what it sets up for the future. And you're forgetting that it set up Cassie Lang for the Young Avengers as well as setting up Kang.
GOTG3: Obviously nothing here has been paid off yet, but I think it worked well as a capstone to the Guardians arc, and set up the cast for a GOTG4 (if we ever get one) well enough.
I don't think this was meant to be setup for anything. It completed Gunn's trilogy before he moved on.
Secret Invasion: Absolutely awful, not just as a series, but as payoff. Fury is a totally different character here from The Marvels, with none of the events from this series impacting him at all. Given the frosty reaction from fans, I doubt we'll ever see the various plot threads followed up on.
I consider it non-canonical.