I haven't seen Jordan Peele's other films, though I am planning to since I really enjoyed Nope. People each have different ways of watching films and if you watch enough you definitely build a skill of digger deeper and understanding media literacy.

Though to a general audience, it tends to only go surface level.

For example, most people will see Alien as a movie about just Ellen Ripley against the Xenomorph and such, whilst others will see the deeper ideas of pregnancy and rape.