Yes, English often uses this construction to help nouns modify other nouns—giving the modifier first, with no "of" ("a Batman movie")—where other languages would use constructions equivalent to "a ___ of ___" (una película de Batman).
Using the construction you propose could be possible with a slight shift in meaning, since we use "of" to talk about parts of a whole. "The next episode of Star Trek: Lower Decks" means "the next episode to be added to the whole thing that is Star Trek: Lower Decks." This construction requires that the noun that comes after "of" be a specific thing that has parts. The Star Wars franchise is disparate enough that this doesn't work well; you could have "a new episode of The Mandalorian," but not "a new movie of Star Wars." (You could, though, use "franchise" or another word to refer to "all things having to do with Star Wars: "The Last Jedi is maybe the most divisive movie of the Star Wars saga.")
You could also use "___ of ___" to describe what a thing is "made of" or filled with, just like you would have a "glass of water." So you might say "I bought an old book of Ducktales comics." But this means "a book 'full of' Ducktales comics." You couldn't say "I bought a new comic book of Star Wars," since "Star Wars" isn't really a thing, but you could say "I bought a new book of Star Wars comics," since "comics" are a "thing," and "Star Wars" is the type of comics. (And again, it would be less idiomatic to say "comics of Star Wars.")
