I think the difference is world building. In the stories you listed there's a sense that you're only seeing a tiny fragment of everything notable going on. History is being made by everyone concurrently.
In Avatar, you see everything notable. We don't care what's going on on Earth (they never hint anything), we don't care what's going on outside this one tribe, the only thing happening right now is the conflict on screen.
I actually really don't get the sense of a deep world from Harry Potter as an adult. I know as a kid I did, but the more I thought about the logic involved in the plot the less I felt it held up. I started getting really annoyed with the setting around 10th grade.
