Perhaps it's because, unlike most MCU films, it feels like characters are just living in this universe. They're not driven by plot or action, they're just caught up in the obstacles that come with living in a world of superheroes, even if Marvel was clearly still trying to figure out what that world would be like.

It's cool to see these characters just living their lives and dealing with their own personal problems while the villains deal with their own somewhere else. It makes for a somewhat uneventful story, but it sets it apart from other entries, both for better and worse.

As I mentiones earlier, the MCU was still very undefined. The introduction of Nick Fury (as more than a cameo) and Black Widow isn't the first attempt to expand the world of the movie beyond its central hero (The Incredible Hulk had a Tony Stark cameo and the Super soilder serum played a big part in the plot), but it is the first time they had the main hero interact with this wider world, and while it's definitely not done as gracefuly as in later films, it does makes the universe feel lived in.

Also, while I think that Scarlett Johansson is great as Black Widow (and that she's great here), she was definitely not as confident in the role as she would be in later films.

Overall, it's a step down from the first one, but one that I still ejoy quite a lot.