I'm not even saying everything has to be entirely disconnected. Have little crossovers, have shared minor characters, settings, and common events explored from different perspectives. Hell, have the occasional teamup or "let's you and him fight" movie.

I'm just saying it doesn't all have to be contributing and snowballing into higher and higher stakes mega-events. There's plenty of room for the smaller stories, and I think that kind of a shared universe is less exhausting to get into.