The US government actually does subsidize Marvel movies pretty heavily by giving them free/extremely cheap access to military equipment and personnel. Peace movements pretty heavily criticize these movies for this reason. See for example: https://www.cbr.com/captain-marvel-mcu-military-relationship...
Publicly financing a stadium in that setting might actually be a net positive (plenty of other factors) because all of the spectators are walking through the neighborhood with all the shops, restaurants and bars just to get to the stadium.
Baseball teams play 81 games per year in their stadium. American football teams play 8. That is also a huge difference. There are many stadiums that host both hockey and basketball and thus have 60-70 games per year - plus concerts and other events on top of that. Utilization matters! I don't know if they do anything in winter at Fenway Park, but at Wrigley Field there is a neighborhood ice rink in the winter time. The skate rental/lockers/bathrooms, warming station, concessions, and even Zamboni storage are all inside the stadium. Here's some rambling video showing what "hanging out at the stadium" looks like even when no sport is happening: https://youtu.be/-pgnR7FqkDo
If cities were getting huge economic benefits from their subsidies to pro sports teams, I probably wouldn't be complaining. It's the fact that they get little to no benefit from enormous investments that make the subsidies here dumb.
Stadiums have one use, and they're not generally available to everyone for other purposes at any time.
The studies on cities spending big on stadiums have been clear that the economic benefits are marginal at best, while the spending is big.
I dunno how big the benefits for the military are here, but they're probably not spending very much on letting movie makers borrow uniforms or use shots of F-35's in the background or whatever.