Strangely enough, "Cheap Thrills" is the song that was chosen to play on the radio when Taskmaster attacks Black Widow while she's on a highway in Norway. In comparison, "Cheap Thrill" doesn't have quite the same impact as "American Pie" or "Smells Like Teen Spirit." The meaning of the song is generally considered pretty straightforward — enjoying where you are in the moment, without the need for luxuries.
It's a generally positive song and may be trying to lighten the mood of the film and Black Widow as a character. The song feels somewhat out of place in the movie, but that might be the point. It's often the moments in MCU films that feel out of place that are the ones that fans remember and love the most.
Still, Marvel could have picked pretty much any upbeat song to fit the scene and it seems weird to have a song sung by someone who experienced so much controversy this year. But, then again, Black Widow has been in the works since 2017, long before Sia's much-maligned Music debuted.
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