Well to be fair, I think many people consider the snacks (soda, popcorn, candy) to be part of the movie going experience so it's hard to resist the urge to splurge. You're not wrong but there is a lot of years of marketing and persuasion behind "lets all go to the lobby..."
Lots of people just sneak in their own sodas. This is discouraged by authority, but it doesn't seem immoral. At least, it isn't more immoral than going without soda entirely, so long as one doesn't throw the empties on the floor.