They were always connected, but how they were connected has changed a lot.

Iron Man had a post credits scene. The Winter Soldier had Black Panther a core part of the plot. Stark had a lot of cross movie connections that didn't overstay their welcome.

After Endgame the crossovers are mostly junk. Guardians in Thor 3 was a lame follow up to the going out together because it was a summary and one scene, not core to the plot of the movie which could have been neat. Several were not memorable and were just exposition that the movie's characters could have handled on their own. It is more of an overall hit the plot points and move on as scripts instead of each scene being its own thing ad part of a bigger whole.

On top of that the overuse of green screen settings, quips from every character, and the overuse of world ending threats in almost every movie and series has made most of the movies bland. Yeah, early on they had a few duds but now they are mostly duds with a few gems and it feels like that is the result of trying to rush so much out at once while trying to connect them all at the same time.