Well yeah, but I didn't NEED to know all of that when I saw it, and in the movie continuity none of that really enters into it. Sure, its disappointing, but unnecessary in the view of the movies as a whole.

You can follow the on-screen action without knowing those things, but much of the emotional resonance vanishes along with their removal. "I saw my dad," Harry says, thinking his dead father had reappeared to protect him by conjuring the world's best Patronus. Well, in a very real sense he did--the moment when the stag comes back to him and Harry realises that its appearance is actually that of Prongs, James Potter in his animal form, and he reaches out to touch it only for it vanish--well quite honestly that was one of the most moving scenes I've read in any book ever. To quote TV Tropes, it was the Crowning Moment of Awesome for the whole series in my view; but in the movie that element is simply not there.