From the AV Club interview:
AVC: It sounds like, for you, being middle-of-the-road is not an option.
FA: No. It would be depressing. With my movies, at least. We all have things—in my everyday life, I can be as square as I want. But when it comes to movies and telling stories, I can’t. I’ve got to be radical, and on some level, that’s what I like to do. I like to get the audiences cozy in their seats, feeling safe, and suddenly they’ll be shocked out of their minds. They’ll go, “How is this thing playing here?”
He'd definitely get depressed at Marvel. Better keep doing what he likes and is good at.