-It's basically a subtle takedown of Toxic Masculinity. Rex Dangervest is an admittedly exaggerated version of the "tough guy who needs no one, does everything himself, and keeps all his feelings that aren't RAGE bottled up inside" idea, and is portrayed in an increasingly-less-awesome light before it's revealed he's the villain.
-He's explicitly the result of a kind, compassionate, loving person trying to adhere to an artificial idea of being "tough and gritty".
-Everything is made better by people understanding, communicating, and relating to each other.
-Batman is sort of shown in the same light as Rex, but non-villainous, and also with glimpses of less-GRIM. There are lines blatantly throwing shade at fans who want him to always be a grim, brooding, obsessed loner who NEES NO ONE and FEELS ONLY PAIN.
-Lucy grows as a character by letting go of her pretenses of being "grim and tough", visually displayed by her hair color change.
-Will Ferrell getting just enough cameo to get credited is great.
-Have I mentioned how awesome the end-message of this is? Because it's pretty awesome.
-Everything Is Awesome!