Superman's struggles as an alien living among humans are a key part of his character just as Steve living as a man out of time is to him. But there is such a thing as overdoing it. Snyder's Superman's almost constant moping about it and his other problems became just so miserable to watch. It just is. And Superman Returns is no better.
With Evans his pain is there and its done so much better. Seeing with old Peggy or losing Bucky or the aftermath of the blip, all of it is there. But unlike Snyder movies, it's not so unrelentingly miserable. And as others brought up Steve is allowed to have firm beliefs he stands for while also being flawed without constantly dwelling on insecurities. And Evans is not only a terrific actor but his Steve has a actual personality. Sad space jesus isn't a personality.