This is why:
"The last thing you want to do is punish your audience for buying the ticket. I remember [the Schwarzenegger movie] The Last Action Hero – they were marketing it as an action movie, but it made fun of action movies, and, as a result, of the people who were going to see the movie. With Elf I thought it had to be a Christmas movie first and foremost – it couldn’t make fun of being a Christmas movie. And with superhero movies, it’s very much a Joseph Campbell rise-of-the-hero mythic story you are telling."
Simultaneously, though, Favreau aims to make films that are authentic and of their time. "I know when I made Elf, having grown up in New York, and Christmas movies meaning New York to me, to be able not too long after 9/11 to show the Empire State Building and all these landmarks and have people think of them in a way other than just as a terrorist target, it felt like it was liberating, offering hope and simplicity. It was such a complicated, anxious time.
"And now that it’s six or seven years later, in Iron Man, I think you can let the times inform the backdrop even more and you don’t run the risk of pulling people out of the story. The big thing was to express these anxieties everyone is feeling. ... Tony Stark is a guy who is literally oblivious, fooling around, having drinks in a HumVee, then he wakes up to see himself in a hostage video. I think that’s how America feels."
The words of director Jon Favreau posted here.