I'll begin my look at these three popular franchises with a look at their heroes: Harry Potter, Frodo Baggins, and Luke Skywalker. Each of these three works immerses its viewer in a new world. And each does so with success because it shows that world rather than telling through us through huge chunks of expository prose. The perspective of each protagonist is the lens which reveals it to us. Their exploration must mirror our exploration.
This means that each of these heroes is, by necessity, cut off from their world. Their understanding of it must be closer to ours. Harry Potter does this most directly. Our hero is raised by an abusive nonmagical family, seeing only hints of the enormous power that is his birthright as a Wizard. We learn about the Wizarding world at the same pace that he does. We share his awe and wonder as he buys his first owl, eats his first Chocolate Frog, casts his first spell, and catches his first Snitch. The Wizarding world's whimsical everyday details, separated from ours by an entire understanding of reality, but yet still charmingly mirroring them, help to draw the reader in. Rowling's setup allows our protagonist can spend as much time investigating them as we would like to. In fact, Harry's exploration is the driving force behind most of the first book's plot-- so the revelation of the world that we want is integral to the work rather than being a sideshow or distraction. Well played, Ms. Rowling.
The other two works are set in worlds entirely separated from our own, rather than in a world hidden within our own, meaning that they can't pull the same trick that Harry Potter does. Instead, these works give their protagonists lifestyles more similar to people in our world. Frodo Baggins lives in the Shire, which is basically an idealized rural England populated with midgets. His people, apart from members of the enterprising and adventurous Took and Brandybuck families, tend to stay at home, avoiding the High Elves, giant spiders, talking Eagles, dragons, and trolls that make their homes in Middle Earth. Luke Skywalker was raised by moisture farmers (what a disgusting-sounding occupation. Couldn't they have just been water farmers?) on a backwater planet, cut off by his socioeconomic status from pursuing his dream of becoming a starfighter pilot. These characters still experience many of the most awe-inspiring parts of their worlds for the first time at the same time as we do.
This need to have the protagonist discover things as we do doesn't seem to end with worldbuilding elements. Each of these three heroes seems to be severed from the typical web of associations that binds each of us into human society. None of them know their parents growing up. None of them have siblings. Their guardians are abusive and distant (the Dursleys), killed off early on and then not mentioned again (Uncle Owen and Aunt Beru), or somebody we already know (Bilbo Baggins) Frodo is the only one who seems to have a proper circle of friends at the start of the work-- and the only one who he ends up spending a lot of time with during the series is Sam, who was, by constraint of social class, always relatively distant from him before their journey. Luke has one mentioned friend, Biggs Darklighter, who is mentioned in a single line and then appears briefly in a single scene before going off to die a senseless death in the Battle of Yavin, forgotten by both the audience and, more alarmingly, his friend Luke. (We see Luke mourn and remember Obi-Wan, Yoda, and Darth Vader, but he doesn't seem affected at all by the deaths of non Force-sensitive people in his life. In fact, at times, he seems remarkably unconcerned about human life in general-- he never seems fazed by the deaths of nearly all his fellow fighter pilots during the Battle of Yavin, or by the deaths of what must have been a horrific number of people on the first Death Star). Harry has no friends at all.
In the end, the protagonists get to know the people who are important to them just as we do-- which again allows our creators to show rather than tell. We learn what kind of man Han Solo is when he (special editions and other re-edits notwithstanding) shoots first. We understand Aragorn's courage and capability when he stands on a hill armed with nothing but a shattered sword and a burning torch, defending a wounded Frodo from Ringwraiths. We learn about Severus Snape's cruelty when he takes yet another ten points from Gryffindoer, and learn about his hidden courage when Harry discovers that Snape had, despite his suspicions, been protecting Harry from magical harm throughout the first year. In the end, the protagonists' lack of early associations helps with the development of the supporting cast, and that's a good thing.
Unfortunately, the "blank slate" aspect of each of these three characters extends beyond their exposure to the world and their associations with others. They're all rather bland. Frodo's emotions are binary-- his range seems only to include only heroically-surmounted anguish over the burden of the One Ring and nostalgia for his bucolic home in the Shire. Throughout the entire epic narrative, he really only makes three choices: to carry the ring, to separate from the rest of the group at the end of the first book, and to express compassion towards the wretched Gollum.
Luke also lacks depth. He's always less interesting than his companions. Han Solo, with his selfishness, sarcasm, and motivation changes blows him away. Leia, decisive and forceful, also overshadows him. Even the nonverbal Chewbacca and R2-D2 have more charm to the audience than he does.
But despite this, at least Luke is something of a dynamic character-- going from the callow (and really rather obnoxious) youth of the first film to the hasty but much less annoying youth of the second to the budding wise man of the third. The same cannot really be said for our final protagonist, Harry Potter.
To put it simply, Harry really doesn't change, apart from one rather obnoxious journey into adolescent angst in Book 5. His principal traits are basic decency, balls-out courage in the face of Voldemort, and social awkwardness-- and he has all of them from the time that he's eleven years old. He doesn't really grow into the role of the hero-- he just sort of has it from the start. Neville Longbottom, who appears consistently throughout the books, but never gets much screentime, has a significantly more compelling character arc, going from idiot who can't find his toad to badass who kills a piece of Lord Voldemort's soul residing IN A GIANT SNAKE. WITH A SWORD. Harry doesn't have the initial flaws required to have such an arc. This is something of a wasted opportunity on JK Rowling's part-- Harry's background of horrific childhood abuse could certainly have given him persistent fear, anger, resentment, and trust issues to overcome. Instead, Harry is blandly virtuous and capable throughout.
So why are our protagonists bland? Because we, the audience, must be able to identify with them, associate them with ourselves, understand their motivations, and empathize with their feelings. Their battles must be able to become our battles, their dreams our dreams, their understanding our understanding. And we, the audience, are a vast and diverse throng of humanity, each with our own unique battles and dreams and understanding. Luke, Harry, and Frodo need to stand for all of us in their dark worlds. Each is a symbol of the human race, and the values that we share. Flat, narrow characterization becomes archetypal. And thus, an element of each of these stories which is a great flaw comes to serve the needs of the narrative-- brilliant in its brokenness.