What an old, dormant thread. Time to revive it.
Now that Phase 4 is over, or almost over in any case if one counts the GotG special (and I kinda have to if I want to justify my post), and since I have watched Wakanda Forever, I think I can post this working theory I have been thinking about for a while. I will try not to spoil the most recent stuff, but I will leave stuff unspoiled for up to Thor 4, so consider yourself warned.
Here goes: to me, it seems that Phase 4 as a whole was thematically about grief.
You would think "well yeah, of course, since it follows the Blip", but most of the examples are not about people lost in the Snap, surprisingly enough. There are deaths related to it that become the driving force of some characters, like Natasha's for Yelena, Vision's for Wanda, and Gamora's for Peter Quill in the upcoming special, but by and large the deaths characters grieve for are unrelated and happened after it, usually during the plot of the movie.
So you see a lot of characters having to deal with and process grief after losing a loved one, usually by coping in very unhealthy ways that start or drive the plot, heroes and villains alike. As mentioned, there is Wanda with Vision and her kids, Yelena with Natasha, Wenwu with his wife, Thena with Gilgamesh, Peter P. with Aunt May, Gorr the God Butcher with his daughter and Thor with the upcoming death of Jane, Wakanda with T'Challa (and Shuri with both T'Challa and her mom), and Peter Q. with Gamora. Many of them engage in self-destructive behavior as a result like going on a path of bloody revenge, and usually get brought back after finally making peace with the death. When they are unable to, they usually die, even if they do some last minute change to try and salvage a little of the destruction they wrought (Wanda, Wenwu, Gorr).
Do I think it's intentional? Not necessarily. While there is creative oversight over Marvel movies, it's usually about continuity stuff. I have found that most overall themes by Phases are usually by accident (as opposed to themes within individual movies which are more deliberate and cohesive). It's like how Tony Stark gets a really interesting arc from his first movie to Endgame, and most of it is by accident: him relapsing in AoU/CW after IM3 implied he was getting better is a good example of it, most of which being Paltrow "leaving" the MCU for a while meant the character of Tony losing his one pillar of support in-universe. It doesn't always work though, as seen with Cap's arc being mostly solid, with the exception of whether he longs for the past or not wobbling depending on who directs the movie, and Thor's arc is...a mess.
This is how I see it for the Phases and their "accidental" theme arc: Phase 1, being all origin stories, is mostly about growing out of selfishness to become a hero willing to help others (with the exception of Steve for whom it was a matter of means, and Banner who was just trying to survive). Phase 2 keeps the theme of Phase 1 for its new origin story movies, but is overall about dealing with the consequences of a new world post Battle of New York and superheroes being made public. Basically it's about dealing with the consequences of your actions. Phase 3 is a bit more loose, because you have the individual origin stories (Dr. Strange, Spider-Man, Black Panther, Cap Marvel) doing their own thing and then there's GotG 2 not really fitting the pattern, but overall, I would say it's about losing one's "safe haven" or status quo: the Avengers break up, Asgard is destroyed, Wakanda is forced to step out of its isolationism, the Ant-Man team is on the run, Thanos destroys everything, the end of Homecoming as well as its whole deal with Peter losing Tony, etc. Heck, you could even fit in how Carol learns the truth about the empire she once called home and even her own loss of identity was losing her status quo to start with.
Mind you, it is a working theory, and therefore it is far from air tight. Outside of Wandavision, all the TV shows disprove my point on Phase 4, because barely any of them had to do with grief, even the ones that were not origin stories like Loki and Cap and Winter Soldier. Kate Bishop has the death of her father motivating her some, but it's not the biggest focus of her character or the series, and you could say the same for Layla in Moon Knight. What If was an anthology more than anything, so we can't just use the looping Dr. Strange story as an example. Ms. Marvel has Kamran lose his mom, but it's not what the series is about and it happens close to the end too. Werewolf By Night literally takes place at a funeral, but the daughter of the dead man couldn't give two fucks about him.
As you can see, there are many holes I have to patch. But I still think it is interesting there was such a pattern across multiple entries.