They aesthetic choices of the movies directly reflect the events of the story. Voldemort coming back into power literally drained all the joy out of the wizarding world for those who knew and understood what was happening. The story turned from one of discovery to one of self preservation.

Voldemort let dementors loose to feed on any joy they could find, no wonder the characters became jealous and petty. Then the sense of impending doom from the threat of Voldemort or his followers and their terrorist style attacks meant that any gathering that could have been joyous turned downtrodden and melancholy.

The tone of the films reflect these events. The films didn’t touch on the prevalence of the dementors except briefly, so instead they showed the constant cloudy grey skies. The sense of impending doom is seen in the darkness of the scenes. In settings where the characters can be more free or relaxed the scene is brighter and more colorful. In settings where that relative safety is more easily broken the scene is dark and foreboding.

I’m not trying to say the movies were all perfect gems that got everything right, but the stylistic choices for scene and lighting I think were used to emphasize the greater tone of the events as seen by the characters.