The damsel in distress is one aspect of superheroes, but the majority of the story is deeper then the average superhero movie.
People got their evil in the forms of the Goblin, the tentacles and the symbiote. Most people are good at heart, and that's what Spider-man stories are all about. Sure, the villains aren't returned to good in the comics, because the stories have to keep going. Whereas in the movies, the villains' stories usually end by the film's finish, and at that point you can save them, and not have them, as Octavius said, "Die a monster."
Technically evil got just as punished in the Spider-man movies, as the Joker did in TDK. It's just instead the evil is not the actual person, it's the seductive force that's caused them to commit crimes.
As for Sandman, I think it could have been nicer if he turned himself in, but it didn't ruin the movie for me.