It's not what they think, it's what they need. It takes money to do things. And sometimes you can't do all the things you want if there's no money to pay for it. Having the avengers fight evil villains in rural Kentucky surrounded by cornfields and cows would be cheaper but wouldn't be very exciting. If you watch Deadpool, he would have told you it's the reason why you could only see the outside of Xavier's Academy and only have two no-name X-Men in the movie.
