On your second point I mean that there is zero marginal cost to produce a movie. To me, that makes that it cannot be compared to stealing e.g. a bag of M&M's.
I would bet that the marginal cost of that movie is actually higher than the cents it costs to produce that bag of M&M's. Even if the marginal cost of movies is 0 the cost of a bag of M&M is so low it might as well be 0. Does that now justify stealing the bag of M&M? No.
That does not even matter since looking at marginal cost of a movie makes no sense. Do you want to see movies? If yes then pay for them, if no then simply don't watch them. Justifying stealing isn't the way to go.
What do you mean by your first sentence? I am fairly sure that movies do actually cost quite a lot to produce.