The best movies MCU puts out where it's less about the action, and more about the plot. I would say that Captain America is by far the best hero so far in terms of character development. While Downey Jr. is the heart, Tony Stark in terms of plot was a failure constantly, his Iron Man standalone were 'Eh', and he was always doing shyt for the wrong reason.
So when he died, I felt sorry, but I didn't get much of a emotional attachment than with Steve Rogers. Through his life in the movies, the payoff of him finally being able to retire in peace felt more of a "This is perfect." because his movies made you feel that he needed that and deserved it.
Black Panther had that was well, where you understood Kilmonger. You didn't have to like him, but through plot, you could see how T'Challa needed to make changes, to pay respect to Kilmonger and honor him.