Movies might have larger budgets, but fantasy shows like Game of Thrones and The Wheel of Time have far more engaging and immersive world-building.
Fantasy is one of the best and richest genres in entertainment. It comes with countless possibilities regarding characters, institutions, religions, societal structures, mystical lore, and, often, magical powers that defy all comprehension. As such, fantasy has become a certified fan favorite on both movies and TV, but it must be said that the latter is much better at constructing truly immersive fantasy worlds.