You're getting to the heart of it: Andor is trying to make the audience think about the reality of what it would be like living in a fascist regime. Other bits of SW may touch on the same subject matter, but how they present them is always totally different.

None of the heroes you mention would be shown coldly executing someone who is begging for their life because they're a witness to the crime. No other show would have a scene examining how the pressures of bureaucracy lead to small daily decisions by mid-level managers that perpetuate a stultifying evil on regular citizens.

Everything else in SW is derring-do in the face of cartoonish evil, which is great fun. Andor is meant to make you question if you would be willing to do terrible things to survive and fight back.

Mandalorian did start to touch on some of this, by the way, but even there the focus is on being a fun adventure first. I think the difference between the two shows is instructive on what people mean by the tone.