That is not a good way to look at media at all. I don't believe the writer of this review thought that MCU characters had impacts on the real world, but their actions and decisions were meaningful within the narrative. If you are trying to write a serious story, then the actions your characters take need to have weight and meaningfully impact the world around them. If Odysseus wasn't in the Iliad, then the Greeks may never have made the Trojan horse and would have left empty-handed, no storming of Troy and no divine punishment for their rape of the Vestal Virgins.. His inclusion in the narrative, and choices he made, had meaning in the world. In the same way, MCU characters made certain decisions throughout the movies that had meaningful impacts on the world. Iron Man decided to not let the nuke hit New York, for example. But now it turns out Iron Man was only allowed to do that. He didn't make a decision, his thoughts, feelings, and actions which the viewers enjoyed and sympathized with are now completely meaningless. If he were a large bee the end result would be the exact same. That makes the characters way less compelling and interesting in any story, finding out that their inner life is meaningless and they were going to have the same impact no matter what they did. There are ways to tell that kind of story well, like in the Greek Tragedies where the conflict against inevitable fate is the key part of the story. The point of a story is to make you care about the actions and consequences a character will endure within a fictional world, and the results this will have on the world.

The best Superman story (Whatever Happened to the Man of Tomorrow? ) opens with a brief narration, which basically sums up superhero comics as a whole in a beautiful way

This is an IMAGINARY STORY (which may never happen, but then again may) about a perfect man who came from the sky and did only good. It tells of his twilight, when the great battles were over and the great miracles long since performed; of how his enemies conspired against him and of that final war in the snowblind wastes beneath the Northern Lights; of the women he loved and of the choice he made between them; of how he broke his most sacred oath, and how finally all the things he had were taken from him save one. It ends with a wink. It begins in a quiet midwestern town, one summer afternoon in the quiet midwestern future. Away in the big city, people still sometimes glance up hopefully from the sidewalks, glimpsing a distant speck in the sky... but no: it's only a bird, only a plane — Superman died ten years ago. This is an IMAGINARY STORY .. Aren't they all?