Matthew Vaughn returns to theaters next February with “Argylle,” his latest loony spy feature. But in the build-up to his new film, the director has been candid about his career’s earlier work, particularly a film he walked away from: “X-Men: The Last Stand.” Vaughn was initially scheduled to direct the film, but he bailed on it after concerns about the budget and how fast producers wanted it (ironically, he did the same thing on Marvel’s “Thor” before Kenneth Branagh took over).