I’ve noticed in comics it’s hard for me to feel that something is truly dangerous or threatening. If a big enemy comes to fight I’m never too worried because I know that the superheroes always have somebody more powerful or they have such diverse powers that they could defeat almost any threat. Or if a problem came along I know that comics have people who could solve the problem pretty easily because they have some of the smartest people in the universe on the planet. If somebody died I never feel too sad because they’ll come back, the whole shared universe thing is usually an advantage but this seems like a downside to it.
If you look at other works of fiction there are threats that feel dangerous like Voldemort who we know isn’t really that powerful compared to our comics but was in a universe where he felt like he was a huge threat or Madara in Naruto who seemed so overpowered and was so dangerous and seemed untouchable because of all of his hype and fights. I think that it would be almost impossible to make a villain seem threatening without the villain being good at mind games in comics because no matter how strong the villain there will always be someone stronger.