So I think I know why I ended up finding Age of Ultron so unsatisfying.
Did anyone really have any agency in this movie? Because when you look a little more closely at the plot and at the characters, it all falls apart and there's really no sense that anyone's acting so much as they are constantly reacting or being manipulated. The first Avengers didn't have this problem, because Loki was a villain with clear motivations (though cool motive, still murder! definitely applies) and a fairly straightforward plan, plus a somewhat sense-making tie in to Thanos, plus the way the team came together was full of moments where they got to exercise their own agency. The Tesseract was kind of a MacGuffin, but it was one that made sense more or less.
With Age of Ultron, it was more like stuff was just...happening. Like, let's walk it back, see how this whole mess started. They take out the HYDRA base to recover the scepter. Strucker decides "welp, we're fucked, Wanda just--I don't know, fuck their shit up. Just do some mind mojo and fuck their shit up in a totally unspecified way whose consequences I can in no way anticipate or comprehend." So Wanda mindwhammies Tony with all his worst fears, and the scepter does the rest. Tony, from this point on, has little in the way of agency. Tony was doing just fine before Wanda fucked with him. Sure he had some basic plans for Ultron, but he wasn't apparently doing much of anything with them aside from tinkering, and he had no reason to think his AI would go insane given that his prior forays into AI led to the supremely wonderful JARVIS. And never mind that: the way Ultron's creation is presented in the movie is basically like it happened via scepter-induced lab accident. Tony and Bruce leave some code compiling and then, whoops! It turned evil. Because of the scepter/mind stone I guess. Which, way to go, Thor. Shoulda kept an eye on the humans and not let them mess with technology beyond their ken.
Let's move on to Bruce, who again, was doing just fine before Wanda fucked with his head, or as fine as Bruce gets. He's Hulking out for good, helping the team, being science bros with Tony. And then Wanda mindwhammies him into Hulking out and he probably kills a bunch of poor innocent people in South Africa, and from that point on Bruce is just looking for an opportunity to bail. This all makes sense for Bruce's character, but again, he was manipulated into this position, and has his agency taken from him again when Natasha shoves him off a cliff to get him to Hulk out.
Steve's just there. Being Cap, still quietly dealing with his shit, but otherwise not doing much of anything in this movie. Thor ran off to be in his own space fantasy movie halfway through and was mostly around to exposit about infinity gems and Vision and what the fuck ever. Natasha...ahahaha. Ha. The best take possible on Natasha is that the choice she is actively making in this movie is to be vulnerable, to go after a relationship that she wants, but that doesn't drive much if any of the movie's plot. Hawkeye gets some background and a nice motivational speech, and that's it.
And Wanda, who's ostensibly set so much of the plot of this movie in motion? Well, she's motivated by the desire for revenge against Tony/the Avengers, and she apparently thought she signed up for experimentation with SHIELD and/or a SHIELD affiliate. But that doesn't explain why she was apparently cool with the murder of innocent people via Hulk, and it doesn't clarify how much intentionality was behind her mental manipulations. She was manipulated by Strucker and then by Ultron, and then she chose to ally herself with the Avengers, and this is all fine but the movie just...forgets that a goodly half of this movie's death and destruction is on her. Wanda needed to be the locus of this story in order to make it halfway coherent, but she wasn't.
Ultron is basically the only character who's acting and doing stuff that moves the plot forward, but given that he's essentially a walking lab accident with daddy issues, this still leaves the movie with an empty core of why is any of this stuff even happening? It's not really Tony's fault, he had his head fucked with. The movie tries to tell us, no, it's Tony's fault because he would have created Ultron anway, but uh. The last time we saw Tony Stark, he blew up all his Iron Man suits. Iron Man 3 was 2.5 hours worth of showing us that Tony was done with dealing with his trauma via expensive suits of armor. Tony essentially had to be triggered and manipulated into creating Ultron, and there was no indication in movie or out of it that this would have happened without Wanda's intervention or that scepter. And then we find out that Wanda didn't know any of this would happen either, and that she wasn't down with genocide, so it wasn't really her fault either. So, I mean, Ultron is no one's fault! He's just this thing, happening, for no real reason! No reason other than a magical scepter anyway.
So I think that's why at the end of the movie, I was left wondering, well what the fuck was any of that even for? There were ways to do this plot that wouldn't have left such an empty void at the center of it, but Age of Ultron wasn't it.
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