You've got a big epic fantasy with lots of cultures and nationalities from Midnight Elves to Sandbox Snifters. But the feedback you've gotten sounds like this: "Your world's a little thin." "I'm not convinced." "I'd like to see your characters inhabit your world more."
What does it mean and how can you fix it (or avoid responses like that)?
You could break your world down into components:
Culture: fashion, food, language, superstitions, traditions, music/art/literature/dance
History: past and present, ancient, who controls it (did the conquerers rewrite history)
Religion: strong, weak, evolved, many systems, none at all, rites, taboos, rituals
When you consider your cultures, be sure to flavor your entire world with your choices--link them to your characters' backgrounds, the choices they make, the food they eat, the clothes they wear. If all of your characters come from the same nation and that nation is at war with a border country, how do they feel about the war? Are they pacifists, nationalists, extremists? Why do they make these choices? Their language should reflect their beliefs, morals, and ethics (there's a great chance at creating conflict and a plot thread if people within your group disagree).
History can also heavily flavor your characters' background. If the borders have flowed back and forth over the centuries with each nation falling to the other at one point in time, there might be a prejudice against those with mixed heritages. Or maybe they are the stronger ethnicity and the "pure" bloodlines are thought to be weak and closed-minded. Perhaps there have never been wars between armies, but wars of religion with holy leaders waging a social morals war within the city. Maybe there's an ancient tradition or rite that has always been feared, but no one will call for its abolishment because it has become the social norm (and your society does not tolerate anyone who rocks the boat).
Religion can play a huge role in mythic fantasies--gods, demons, spirits, a power source. Not all of your characters should feel exactly the same about your belief system. And your system can be a background color rather than a focal plot point.
Language, superstitions, taboos can be shown in dialog, clothing (what's acceptable or not), actions (i.e. Touching palms to palms is a social flub, shows how unsophisticated you are--greetings between strangers is a light touch on the right shoulder, only; a single man between the ages of 16-30 must be escorted at all times or else be considered a predator; aristocrats of a certain pedigree must always carry a fan and a coin purse to distribute small coins to peasants or else be considered miserly and socially unsophisticated). Create anything and then have your characters act accordingly. You may think of a million things to fill your world, but only show what's relevant to your scene, your characters' point of view, and your plot.
Your novel should not be a history of your nations, but a story with a plot and characters overcoming challenges. World building just swallows the reader and thrusts them into your vision so they can smell, taste, hear, feel, and experience your worlds alongside your characters. It has to be immersive and details will help your readers envision it the way you want.