Here in the real world, the X-Men movies were wishing that they had the acclaim of Endgame. On top of that, I don't think X1 was the best the series had to offer, anyways (personally, I think Logan and Days of Future Past were the best, with First Class and The Wolverine being above average "honorable mentions").
Also, using the Holocaust in and of itself doesn't make the movie "better" or more "mature" (see X-Men: Apocalypse, which I do actually like, but still). In the case of X1, it informs Magneto's backstory helps set up his worldview and the context of the story. Just like how the serious opening scene in the first Guardians of the Galaxy helped set up that the movie was about family and that for all the comedy goofiness in it, the character emotions were going to be taken dead serious.
It's all in the execution. As we've seen with the Snyderverse, it doesn't matter how good your ideas are if the final film sucks.
Yeah, don't get that one either. Beyond the fact that he was a different man at the end then at the beginning, we see him going from rejecting all authority (IM1 and 2, Age of Ultron), to seeing how his out of control nature makes problems (IM3, Age of Ultron), becoming someone who advocates for responsibility and accountability (Civil War, Spider-man movies, Endgame).
Maybe some characters didn't change as much (Ant-Man remains the same friendly guy through and through), but there are plenty of characters who change extensively in some way or another (the whole Guardians crew, Nebula, Black Widow, Thor, even Cap's worldview changes subtly over time). Heck, the MCU has more character development and does it better than their main rivals with the DCEU and DC Snyderverse (granted, more movies does equal more screen time for change, but still even the sequels often have notable character growth).
Funny how a movie about a talking raccoon was more mature than serious movie about men worrying about the fate of a world now dealing with the existence of gods of uncertain intent. (Once again, execution always wins over filmmaker intentions.) Think the MCU deals less in "big important themes" and finds its depth in the character work.
To be fair, it is an easy trap to fall into, but yeah.