Maybe they should stop calling it the average return. Because so many people associate it with the 50% percentile, they think 50% of returns are better than the average.
It can't be an accident - if I was in the big investment companies I'd be doing everything I could to get the press to constantly refer to index funds "only" getting average returns, pumping out stories of Warren Buffet and how he beat the market, encouraging stock picking (so my quants can trade against them), and generally making equity investment complex and scary for ordinary people and pension fund trustees so I can fund my lifestyle from their returns.
There is absolutely an effort by the financial industry to disparage index investing and go-it-alone money management.
When I first started out I had funds invested through ML because that's what my parents had. When I fired him and told him I was just going to invest in index funds since literally 100% of my savings at that point was in IRAs he went on and on about how I was "settling for average - which means mediocre - returns" and while his funds may not have alwyas beat the SP500 (they last 7 of the 9 years I held them) I was "opening myself up to significant beta-volatility and he used a stategy of mumbo-jumbo-whozits-and-alpha-gamma-diversitification-on-cyclical-sector (honestly I tuned out after that...)"
The entire industry has a vested interest in convincing people that managing your own money is too hard and too risky. Much like there's an industry designed around tax-preperation. For a select few this may be true, but for the vast majority of us sods--- it's not.