I've read all the books as well, and honestly don't see think of it as that much of a downer that they (have to!) leave so much out when putting the story into a cinematic format.
To the best of my knowledge, Rowling still has a lot of say as to what does and doesn't make it into the film adaptations of her books, and likely understands that there is a fundamental difference between the two mediums and their successful delivery to a broad audience.
It's one thing to completely and needlessly change the key elements of a book (such as say, making Harry a girl and turning 'magic' into 'a talent for shooting billiards'), and it's another to prune down what would otherwise turn into an HBO mini-series that airs for seven straight seasons for the sake of making at the box office.