The act of going to movies alone is against the social norm
of the Israeli mentality
. It's not that much for your own amusement as it is for your constant need to belong and to get the approval of your group.
I never went to a movie alone, no matter how immature was my friends surrounding at that point, how many slightly deeper movies it prevented me from seeing, and how much our tastes for humor and eye for clichès didn't meet. Watching the movie with friends didn't make it a more pleasant experience for me...
Once I come to think of it, the reason was very pathetic; I was simply afraid to be thought as "having no friends". Being pretty much a social retard, I would still attempt to act up and give myself additional reassurance that I do have friends. And thing is -- thinking what people think of you and having the need to reassure yourself that you do hang out with friends indicates a very low self-esteem and a mild social phobia. In fact, while trying to prove one thing, I get to prove the opposite.
Thus, I respect (and envy) people who go to movies alone; people who don't care what others think about them. Those are mostly people old enough to have realized they shouldn't care.
While we're at it, I especially envy those same people who go to movies alone and strike a conversation with me, while I'm with my friends. They have no fears whether they'd be accepted by me or my friends -- they simply speak up their minds. (This has only happened to me twice so far.)