Yes there were giant robots or mecha during the WW2 Captain America stories but not when it was in the golden age of comics. The real great cap stories came two decades later during the period when Marvel burst onto the comics scene in the sixties with Fantastic four, Spider man and Iron man, hulk, etc. As for THOR, its my fave character from marvel but I'd wish they being sega decided to base these licenses on the comic and use the art style from them as well. Seeing THOR in a jack kirby or Walt Simonson graphic style would be great.
As for Soups comment: Your right they're not too much and that's really down to how they are approching the license compared to the genesis era. Sega's marvel deal in the nineties or any film license deal in that period was handled by Sega japan (who did the arcade versions) and Sega of america who did most of the console versions, depending on the license. Nowadays they're acting seperate when it comes to license titles its a joke. SOJ does a RAMBO light gun game but Sega west doesn't or can't do a Rambo game like a FPS. Or Sega west does an aliens game but SOJ hasn't done a new one for arcades. Until they can unify in that regard when it comes to big licenses i think you will see an imbalance, of course that'sjust one part of the problem.