The reason I appreciated Thunderbolts & First Steps even more comes from Marvel abandoning humor at large to let the seriousness expand the depth.
I understand humor is subjective as art at large but I have never been too keen on the humor across most Marvel releases.
Russo Brothers had also once opened on this & said Marvel felt there was this constant need to have such gags so the films do not turn dull.
I feel this had hurt some releases in the past as each product does not warrant such sketches but both these films broke the template.
The scenes here sit. We feel the horrors from the past which hurt the present in Thunderbolts. We feel the dread which losing their child can inspire in Fantastic Four.
Both these films do have sketches still but neither hurt the depth the subjects desire & I truly hope Marvel will keep to this.