I have no qualms about bringing food into a theater. Unlike going to a restaurant where the primary goal is to purchase and consume their food, the primary goal at the theater is to purchase the rights to watch a movie. Theater food is a convenience for those fools that forgot to bring their own food.
Many restaurants do allow you to bring your own wine, though they will charge you a "corking fee". Just about any good auto shop will allow you to bring your own oil. A good tire store will also allow you to bring your own tires to have them mounted. So it's not unprecedented.
However, you probably couldn't bring your own movie to a theater...