but a lot of it is just lazy worldbuilding

Eh. The world building - particularly in the early novels - was fine. “Here are three plot-relevant spells that the bad guys use, and also let me introduce you to the children of the spells’ victims.” Perfectly fine narrative framing.

but in the last movie molly blows up bellatrix. why isnt that spell illegal?

Because people love explosions and it was a way to climatically end the fight. I totally agree that this particular scene was shameless fan service and derailed the liberal narrative. But that was the tail end of the final book, so shrug. A lot of dumb shit happened in Book 7.

why not just say “there are many illegal spells, here are the big three that are most often used” or something

They do say that. For students, every spell is illegal to cast until they reach their majority. You also need a license to Apparate. And Ron Weasley’s dad magically tinkering with mechanical devices is strongly implied to be against some assortment of wizarding regulations. Something we discover in passing after Ron and Harry crash the flying car in Book 2.

The focus on the “Big Three” is not to simply say that these are “illegal” but that they are “unforgivable”. As in “sinful” rather than simply “unlawful”. Mad Eye Moody teaching these spells to children is supposed to be a big red flag regarding his allegiance and motivation in Book 4.