There's no issue with this movie at all, you gotta learn to watch movies as their own thing and not because they're part of an interconnected universe. This is the problem with MCU expectations, tackling each movie like it's the teaser to the next one absolutely harms the development behind each of them, so now you get people claiming one is more important than the other because "it sets up this and that". Maybe people will watch it because they're Black Widow fans, ever thought of that?
Or perhaps because this is the first spy thriller since The Winter Soldier, one of the most popular MCU movies? There's plenty of reasons to watch it, and "being part of an interconnected whole" is pretty low priority.