To have read “the books in their entirety” would be to have read all of the books, and have read each one completely.
(And it would be “in their entirety” to describe “books”—using “in its entirety” would be for a singular object, perhaps here “the series.”)
To have “never” or “not” “read the books in their entirety” simply means that B cannot claim to have read every page of every book in the series. Strictly speaking, that is all the words mean.
Heavily implied, however, is that B has read some of the Harry Potter series. Any statement that you didn’t finish something usually suggests that you did start it. It would be unusual—if not outright deceptive—to talk about not completing something you never even started. Rather, if B had not read any portion of the Harry Potter books, we would expect the statement to be something like “I’ve never actually read the books.”
We cannot assume that B has read one or more books, because it’s possible that B started the first book and never finished it, and then never read any of the others. For that matter, it’s possible that B has read random snippets of text from various Harry Potter books, not necessarily in any kind of order and certainly not amounting to a complete book. This would be extremely unusual for a book series like Harry Potter, but it wouldn’t contradict the statement here.
For other types of writing, or other activities you could not do “in their entirety,” that might even be quite plausible. For example, there are many movies I might say I “never watched in its entirety” when what I have done is seen random scenes here and there as others watched them while I was around, or even where I have simply seen a number of clips on the Internet.