An accurate crticism, SoNo, if not necessarily valid. The movie never could, and to its credit from a certain point of view, never tried to import the gravitas of the books. And neither were the films intended as one strand of a multi-layered mytholology, as with the literary counter-part; rather as an 'open-and-shut', if three-part, cinematic experience. There would be little benefit from a contemporary silver screen perspective of casting doubt on the 'ending' of the evil, and providing the more ambiguous realism of Tolkien's original.
Added to which, in so far as filmic LotR is concerned, there isn't a 'Morgoth', just a Sauron, and we all saw the death-dramatics of the effects at the end of of RotK. So he must be dead.
All this, however, is only if you have the relatively restricted view of 'blockbuster' movies being necessarily simplistic; I'll confess there is merit in argument, having meandered casually to either side fo the fence at various times, but is possibly a less Tolkien-related discussion than strictly warranted.
In the essence of what you say, I do agree: there is a loss of the deep sorrow of the books through the film. As above, that can be construed as necessary, and I would posit perhaps that once you have delineated the two media into distinct pleasures, there is less in the way of qualitative 'detraction' from book to film.
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And all the rest is literature
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