In order to understand Oz fully, you have to realise that L. Frank Baum did not by any means set out to create the jewel-toned MGM utopia that is his legacy.
The Wizard of Oz was originally a one-off—a determinedly mundane fairyland, designed deliberately as an antidote to the vivid and grotesque European classics. (We will skip lightly over the fact that The Wizard of Oz nevertheless has a body count in the dozens, largely of animals who get their heads chopped off by the Tin Woodman. It’s entirely possible that in Grimm, he would’ve carefully kept the severed heads to put in the Wicked Witch’s bed later, where they would recite doggerel predicting her gruesome demise. So it works out.)
The first in the sequel was intended as a cash-in once the original became a hit stage play, and the others were written pretty much as a favour to the eager little fans—partly because, frankly, L. Frank Baum needed the money too much to refuse them.