Plenty of movies start out not so much with the protagonist in a zone of comfort wanting something, but being forced into something. E.g. Iron Man 1: that cave was not a zone of comfort. You might argue that this structure applies e.g. to Avengers: Endgame, if you'd call "dealing with half of sentient life obliterated due to your failure to prevent it" a place of comfort. But frankly, I think for most of the MCU, the stories are not due to a comfortable character wanting something more.

So, to answer your question: basically all movies in the most successful franchise ever diverge significantly from this formula. As does any other movie where the antagonist drives the plot significantly.