Why do such colorful characters refuse to look colorful? We've been through this a thousand times, and often blame digital color correction for the problem. What we haven't talked about (but this lovely person on YouTube has), is why we need color correction in the first place.
Here, take a look at this visual swamp-fart:
What, was this taken with a shoe?
That is completely untouched footage from the Arri Alexa digital camera -- a commonly used piece of equipment in the industry that coincidentally is what they've shot most of the Marvel movies on. See, the way digital works is that -- in order to get the most information into each frame -- the footage initially comes out flat and colorless. It then takes a professional colorist to go in and decide which hues to bring out. This makes complaining that movies should just use their "natural colors" moot when there isn't any to start with. Someone has to add color, and that person might not be the best at their job.
And so Marvel, for example, uses the same colorist for the sake of consistency. That means that no matter which cinematographer lights the set, it's the same person ultimately deciding how the finished product will look. If that person decides that all Marvel films should look like they're drowning in corpse piss...well, that's what we're gonna get.