Pressed post too soon... I was going to go on to say that I would prefer that they didn't play anything involving "beating" one another physically, or anything involving weapons to "kill" one another - whether that's superheroes, cops and robbers, cowboys and Indians, soldiers and baddies, or knights and dragons.
I think at preschool level children are too young to understand things like what "dead" actually means, and that they cannot have super powers, and that being violent is not clever or fun. I think that superheroes would be OK with older children who can really understand that it's fantasy, and can talk about the rights and wrongs of the situations, but at preschool level children don't, for example, understand well enough that stories and TV aren't real.
It's interesting that they couldn't find a researcher to say "banning superhero play is bad for children's development". If they had found a researcher to say that (as well as a nursery, say, there's nothing wrong with nurseries) then perhaps it would appear there's still a debate on this. But it doesn't look like there is (the psychologist they quote is a clinical psych and won't necessarily know what's up to date in research, and surely they could find someone in the UK if it was widely thought within the UK that this type of play is OK?)