Till 1941, USA was neutral in World War 2. Like America , Batman & Superman were neutral.
However with Axis power winning , US had something to fear after seeing their ally UK alone against Nazi,Fascist & Japanese Empire.
Thus the movie “Sergent York” was released in 1941, based on World War 1 hero Alvin York. Of course , Alvin York did not fight Nazi Germany of 1940s but German Empire of 1910s, but message was clear. A hero was needed.
Those kids who use to read Batman and Superman wanted to join army so that they can beat Nazis when USA declares war on Axis power to be real life “superhero” . However some of the kids were skinny. And those were not the days of steroids and Gold Gym.
In order to fulfill wish of skinny comic-book fans, Lord Stan Lee (frequent guest in Marvel movies )created Captain America.
According to the official story , a skinny fine arts student named Stan Lee – I mean Steve Rogers decides to join army to beat Nazis. However skinny comic book fan – I mean Steve Rogers is not buffed up enough to join military. So he is given steroids – serum.
Thus on March 21 , 1941, Captain America was born.
So why was it that after Pearl harbor attack no Captain America movie was made in 1940s ?
For simple reason – USA wanted to win!
Hollywood could not demoralize volunteers by saying they needed a superhero with funny name and even more funnier costume to win the war. No way ! On-screen everyman like John Wayne was enough!
After USA having advantage of nuclear weapon, USA did not actually need a superhero.