So, the MCU really isn't the place to have the villain win. It will just lead to a sequel where the villain loses, no? It was a good idea to sorta save this concept until Endgame. Otherwise, sometimes the movie shows a villain who actually does win in the beginning, but their ultimate fate of losing to a hero is also shown in the same feature, instead of stretching the story out over two films. Other times, the real villain only starts to reveal themselves at the half way mark, as the hero is busy with another fight, and by the end we are shown that a bigger bad guy has risen to power just under our noses. Then, you got stuff like Civil War where the villains are ambiguous or by losing the main villain still wins because that was his plan. There's cases where winning against the villain still feels like a net loss. Sometimes the heroes becomes the villains in these movies, or you can argue that they do win... Like in The Eternals, where the heroes are captured by the main villain at the end of the movie. Or, like in No Way Home where Peter's life is 100% ruined by the forces he fights in that movie and these are recent films, so you can see they are evolving. It has a good variety of villains.