Think of it this way. Avatar is a fantasy about ceasing to be white, giving up the old human meatsack to join the blue people, but never losing white privilege. Jake never really knows what it's like to be a Na'vi because he always has the option to switch back into human mode. Interestingly, Wikus in District 9 learns a very different lesson. He's becoming alien and he can't go back. He has no other choice but to live in the slums and eat catfood. And guess what? He really hates it. He helps his alien buddy to escape Earth solely because he's hoping the guy will come back in a few years with a "cure" for his alienness. When whites fantasize about becoming other races, it's only fun if they can blithely ignore the fundamental experience of being an oppressed racial group. Which is that you are oppressed, and nobody will let you be a leader of anything.
I also enjoyed Ross Douthat's take.