Exactly my point.
The Jailer doesn’t become a threat because we see him in cinematics. The Jailer becomes threatening because we see his forces doing things that are threatening.
Actually, when we see him it’s after he’s tortured Jaina and Thrall, and about to toss away Baine like garbage. And when Anduin blocks him, it’s not exactly blocking his power; it’s delaying it while we flee TF out of there, letting the people we just rescued be captured again. Was the Legion less threatening because Varian bought the Alliance time to fly away?
You’re right on one thing, but it has nothing to do with cinematics featuring the Jailer; the Jailer seems less interesting because we know nothing about his character. We don’t know who locked him up, we don’t know why, we don’t know what his plans are. And the worst way to reveal that?
In a cinematic, featuring him. How threatening would he actually seem if he sat us down and told us his life story, complete with a finisher like “so now, Badmaa, you must understand why I have to eat Azeroth. After what my brothers and sisters did to me, locking me in the BDSM basement as a prank and daddy Runecarver being so angry with me for being down here that he left me here for eternity, eating Azeroth is the only logical solution.”
No. We need his story and motivation, but we need to fed to us in a logical way. Unfortunately that means slowly learning bits until the big reveal later. Learning the entire thing in chapter one is unsatisfying.