I enjoy just action too, but it's not really on the same level of enjoyment.
For example, I can enjoy The Avengers, which isn't very intellectual. Yet it's a fun action movie that has an excellent sense of humor. No reason to be against it.
However, I can also watch The Matrix, which has both excellent action and intellectual thought-provoking questions. I would easily rank that above The Avengers for many of the same reasons I prefer Captain America: The Winter Soldier over it (The Matrix is still my third favorite movie, if you count Lord of the Rings as one movie).
I also enjoy adventure movies like Gladiator, but those can also be improved by intellectual stuff too. Russell Crowe starred in a slightly less well known movie called Master and Commander: The Far Side of the World that I thought was much better and more intellectual.