LOTR's sense of history

New here. Good to see a new Tolkien board that gets lots of traffic.

Not long after I first read LOTR, I came across Tolkien's obituary in the newspaper (yeah, I'm that old). When I read it again, I took notes on all the other "historical" works it referred to, such as the Fall of Gondolin, etc. and went to a bookstore to order them. To my surprise, at that time, none of them existed.

LOTR was the first fantasy that I read (I was a science fiction fan) and I have almost invariably been disappointed every time I read any other work of fantasy. Is it the sense of history or depth that sets LOTR apart from every other work of fantasy or do you think its something else?