I don't know where you're from or what your life experiences have been, but I can assure you the vast majority of people who have read 1984 probably prefer to live in this world than Oceania. The endless war is hardly the worst part of life there: there's a perpetual lack of resources for everyone combined with the constant insistence by the government that everyone is well-fed and, in fact, your rations haven't diminished, they've been increasing. What is "truth" is constantly shifting and any attempts to go against that truth will label you a thoughtcriminal and get you disappeared. And please don't say "Yeah, that's what happens here!" because no, it doesn't, not to the same extent as 1984. I live in the US and I've never had any risk of being disappeared for saying "Trump sucks" in public (again, I have no idea where you're from, but the fact that you're posting here freely suggests your government is nowhere near as oppressive Oceania). Even in private, citizens of Oceania fear their own family members informing the government of their thought crimes.
The closest real world analogue to Oceania would probably be North Korea, and I'd say most people here would consider that a real life dystopia.
And back to Hunger Games, there is a world of difference between our modern sports and the actual Hunger Games, so much so, that I really doubt you genuinely see them as equivalent and are just trying to make an argument (I don't mean this as an attack, I just think people have a tendency to do this a lot, myself included). But again, I would insist that the vast majority of people who read/watched Hunger Games would have no trouble comparing Panem to our world and saying "Yeah, I prefer our world."
I think you've actually made the point yourself:
Those "glaring issues" are the reason they're dystopian. These stories only work because the majority of the audience are going to think "wow, that world sucks, I'd hate to live there." And so, for the audience, if that world became closer to ours (i.e. our status quo) then that would be a lot closer to a "happy ending."
So far, it's just been the two of us in this specific tangent - I'm sure other people can contribute a lot more that we haven't thought of in a separate topic.
I can't recall any stories where those abilities you've listed are the hero's primary motivations to achieve. Like immortality, the hero can possess these qualities or just happen to receive them along their quest, but they're not their end goal. In some cases where it is the goal to achieve these abilities, it's in competition with a villain - if only one party can receive this great power, it's the good guy's responsibility to make sure the bad guy doesn't get it. So in those cases, the goal isn't "I want this power" it's "I need to stop the bad guys from having this power."
That's what my bracketed "[at least for now...] was for. But where we are now, at this point in time at our current level of technology and scientific understanding, immortality is an impossibility. Just like transporting a human from one side of the Earth to the other within a single day was an impossibility in horse-and-buggy times. The fact is, until that goal is closer in the public consciousness, to the point where we, as a whole, can start seriously considering how we need to handle that ability, it's still an extra level of abstraction for most audiences to grapple with when relating to a story.
When it comes to fiction, I think there's a distinction between what's "realistic" and what's "relatable." We can relate to the idea of flight, because we understand 3-dimensional movement and can easily extrapolate our experiences towards unlimited motion in all three dimensions. Summoning a demonic familiar can be related to any other relationship you have with a pet, another person, or a nonliving tool (depends on how you write the demon in question). Immortality can be related to other people who have lived a long time without dying (i.e. old people). But among the audience, there are probably far more people who have experiences moving through three-dimensional space or having a relationship with another individual than have lived longer than the average person. And even then, a lot of old people's minds and experiences are influenced by the fact that they know they're going to die, so that's another level of disassociation with an immortal.
Right now, I'm not clear on how much that last paragraph relates to the topic at hand, but it's a thought I had so I included it.