I don’t care for the term Mary Sue because it unnecessarily inserts gender into a conversation that can apply equally to male and female characters alike. But I don’t think the criticism has to do with no explanation offered. I think it has to do with lazy writing, and having a character who can do seemingly anything and everything whenever convenience calls for it.
Once you have established such a character and such a story, simply going back into the script and inserting an explanation for all of their endless abilities – seems to not address the problem in the first place.