This might be a surprise to hear but I'm totally with you, taste-wise! Even thouhg I'm obviously referencing it, I'm not EVEN a fan of Star Wars or Avengers or anything like that lmao. I would almost count myself as a hater.
This was kinda a self-imposed challenge to see what transposing a cliched heroic scenario into a deadly horror system would be like. So far in playtests it's been interesting, there's been a real tension between the drive to do the "right" thing vs. remembering that we're playing a system with no plot armour and facing down danger might ACTUALLY mean getting mutilated in an unflattering manner. Tastes vary but for my money I much prefer that kind of conflict to heroic RPGs where success is all but guaranteed!
Also agree, if I were running it as part of a campaign I think it'd definitely put Shen-Yi as a potential climactic finale and seed in actions from the villains throughout. And because it's MoSh and NOT a heroic RPG, I'd also give the players the choice to build up the funds to actually just "skip town" i.e. leave Barrow altogether and save their own skins if that's the direction they'd prefer. That's a totally fitting end state in my mind (although since in this case it'd be MY content they're skipping I'd be maybe 1% annoyed lol).