Reading between the lines of what Moore said I don't see the problem as simply watching superhero movies. It's watching too much TV at all. It's spending too much time on Facebook. It's buying a new [insert product here] that we can't afford because the short-term hit makes us feel better. It's drinking a little more alcohol than we know we should. It's telling our primary car doc that we want that pill because it's too scary and expensive to visit a therapist.
My point is that there are more ways to escape now than there probably has ever been. Most of them in isolation and used moderately are harmless but far too may people don't use them in isolation or in moderation.