I would say the only example of having a grey villain where it was genuinely a disservice to the movie was Antman 2, The phantom lady. Seemed like they all couldv'e just sat down and talked and avoided the entire conflict they were having throughout the film. She want to find OG Wasp to save herself. They wanted to save OG Wasp, OG wasp had the power to save phantom lady. Seems like reason for them all to work together.If Thanos is an example of this then your whole premise is wrong.
Killmonger and Omar as well.
So like.. find some examples where this "grey villian" thing has ruined a movie or show.
Thanos is particular was excellent
This is literally the only time i felt it was a disservice to the movie. all the other times it fleshed out the character more and enhanced the film.