
J. Hull at the recently re-named Story Fanatic has a great analysis of the Order of the Phoenix movie (as well as a defense of these sorts of analyses). I think he hits the nail on the head.
The problem with the movie, and it may also be in the book, is the lack of an impact character who is pushing Harry or showing him an alternative path. There are characters that support and oppose Harry but no one that shows him a mirror of himself. This is made even more frustrating because early on the movie version introduces an interesting new character, and then never uses her:
When we first are introduced to Luna Lovegood (Evanna Lynch) we learn that she and Harry Potter share a common past — they both have witnessed death first hand. As a result of such a tragedy the two of them can see creatures that no one else can. This is a perfect setup for an Impact Character/Main Character relationship, something the Dramatica theory of story jokingly refers to as the “You and I are quite alike moment.”The "you and I are alike" moment is the key. And like the writer, I thought Luna's unusual relationship with the invisible creatures would be a decisive plot point in the end. Instead it was all but forgotten as the group flew to London for the big show down.
As J.Hull acknowledges, this characterization of Luna Lovegood is different from the role she plays in the novel, but had the screenwriter developed her character along these lines, it would have made for a much more satisfying movie.