There is no 'should' about it.
I was talking about it from the creator's perspective. You want to create something worthwhile enough that it makes people think and wonder and question, that it makes them care. If they just absorb it and have no reaction, then you've failed as a creator. Unless you're just a hack in it for the paycheck, but I don't think that's true of the MCU's creators.
The point is that if a work of fiction inspires people in the audience -- not all people, of course, but a number of them -- to ask questions and offer critiques and analyze and deconstruct and hypothesize about the work, that's not an attack on the work that needs to be shut down; it's proof that the work succeeded in provoking a response. And that's the artist's goal. Even if a lot of that response is critical or negative, that still means you got a reaction, that you made them care. That's better than evoking no strong reaction either way.