In cases like this, creating artificial scarcity is very important. Without scarcity, no producer would finance new movies because there's no way to make back their initial investment. So just like with patents, we create artificial scarcity by giving the people who made the movie exclusive rights to decide who can watch it.

Even though scarcity isn't enforced upon us like with most goods, it's in literally everyone's best interest to create (and enforce) that scarcity.