I think it is because fiction allows readers to actually be a part of people, locations, and time periods that they normally would not be able to be a part of. Facts are cold. They are usually simply lists of times, dates, locations, and people. There is no heart or emotion.
I've taken plenty of history classes that give factual information about the Great Depression. It spans some years. There were things like soup kitchens. Jobs were hard to find. It sounds depressing. But then I read "Of Mice and Men," and I got to know Lennie and George. The book didn't sound depressing. It is depressing. That book brings to life the hardship of the time period and makes readers ache at the injustice of what many of those characters had to struggle through.
It's the same with the other two books that you listed as well. Harper Lee really allowed readers to feel the injustice of a court case being based mainly on race. It's especially effective because the story is being told by such a young narrator. Scout hasn't learned to filter out her emotions and just provide facts. She lets the reader know her thoughts and feelings about factual events. As for Holden Caulfield . . . I'm just really glad that I don't have to normally walk around in his shoes. Factually, there are different social clicks and differences between adults and teenagers. Holden reminds readers what those differences can feel like. That's why fiction can be more truthful than fact. It hits readers with both logos (logic) and pathos (emotion).