Before Avengers: Age of Ultron, the most complex hero in the Marvel Cinematic Universe was Thor, as he was a being of myth that was actually a powerful extra-terrestrial. But once audiences accepted Thor as he was, it was time to push the envelope further with a new hero, Vision. While he was strong and could fly like Thor, Vision was much more as he was an artificial synthezoid compiled of the brainwaves of the Mind Stone, J.A.R.V.I.S., Ultron, Tony Stark and Bruce Banner. Even still, there was more to Vision than met the eye.
Source:https://www.cbr.com/vision-cape-thor-mcu/