Almost all of Marvel's origin films can be seen as stand alone films and do not reference the larger Universe (outside of jokes at most). Iron Man, Black Panther, Thor, The Incredible Hulk, Guardians of the Galaxy, Ant-Man, etc, etc. All of those stand alone and could've been made outside of a shared universe. But the sequels of these films pick up on the connective tissue to sew together a shared universe in The Infinity Saga.
In The Multiverse Saga, Shang-Chi, The Eternals, Black Widow, Moon Knight, Ms. Marvel, and Werewolf By Night could've been made on their own and it needs no explaining that it exists inside of a cinematic universe to understand it.
You mentioned Moon Knight and Werewolf By Night specifically so i'll address those. Just as I outlined above, they can both be seen as standalone just as many films from The Infinity Saga were. But they weren't meant to be one and done (just like how Black Panther/Wakanda wasn't a one and done story). Oscar Isaac has said there's more to come from Moon Knight (which will in all likelihood mean crossover) and a lot of things from Werewolf By Night are rumored for the future.
This is how the MCU operates. It starts out with a (hopefully) good origin story and then the future appearances will see the characters crossing over and sewing them together, connecting them within the overarching universe.