...Could be a case of overly high expectations, but questions must be asked...
- did you rerun audessey to map out the additional channels ?
- was Atmos definitely being delivered via bit stream from your player to your AVR - assuming you checked this of course but just trying to eliminate possibilities.
Atmos is not just about the height channels. It's about how sound is steered through your room - object-orientated audio as opposed to basic channel panning as with previous generations.
Running your system too loud can actually harm the effect as you lose subtlety in how this is done.
Having said that - Mad Max - whilst fun, lacks subtlety
Try Crimson Peak with DTS:X if you're into gothic horror. Ninja Turtles has fun with Atmos, as does Jupiter Ascending.
Legend with Tom Hardy and The Revenant are examples of quality over quantity when it come to audio mixing for Atmos.
Also The Man from U.N.C.L.E. and the BBC Sherlock film from the series of the same name.
Betty can probably point you to a more comprehensive list.