That's only for a few movies. In Tim Burton's Batman film he fought muggers in the beginning of the movie. In Men in Black both leading characters were doing good too. Their actions proved to the audience they were the good guys.
A few movies? Spider-Man, X-Men, Matrix, Avatar, Star Wars, Aliens, District 9, Thor, Captain America, Iron Man, The Hulk, Superman, Lord of the Rings, Fantastic Four, Green Lantern, Kick-Ass, Unbreakable, Teenage Mutant Ninja Turtles... almost every movie I've ever seen. The main character never starts out working for the greater good, because the story is
abouthow they come to work for the greater good. We care about them because they are like us, and then they become something more. That's how movies work, brother. Audience do not like the main character
because they work for the greater good. They have to like them before that.
This is to say nothing about movies like Inception, Kill Bill, Scott Pilgrim, Road to Perdition, in which the main character NEVER is working towards the greater good, but personal fulfillment. Notice how the audience still likes those characters, even though they
Then it's not the audience that is at risk of not buying into but the filmmakers inability to sell it.
Sell it to who? The aformentioned jaded audience? That's semantics, my friend. It's a hard sell, regardless of if you put the blame on the vendor or the consumer. This idea that 'they'll like them because they're good guys' just doesn't pan out in reality.
Who says Ares is going to be the villain in a movie?
Remove Ares, insert villain of the movie.