I tend to find that most movies can't surprise me, even when they try.
An alternate explanation here is Sturgeon's Law, which says "99% of everything is crap!".
A handful of movies (or books, or any other art) really impress me every year. Sixth Sense impressed me that year, Fight Club impressed me in its year. OTOH, there is a great slushy bog of movies that did not impress me.
So, if we walk away frustrated by how shallow a movie was, is it because we were too smart for that movie or because that movie was too dumb for us? ;-)