Movies are like theater, they serve the same purpose. Aristotle said that people go to the theater to release pressure and emotions hidden in their souls. While they are watching the hero of the flic go from scene to scene and suffer different things the viewers identify with him or her and when they cry for the character these tears are actually meant for themselves, for a similar pain they had felt in the past. Actually the viewer is decharging what could not get out because it had been hidden from his concience. This is called catarsis by Aristotle; Freud is doing a similar thing in his psychoanalysis therapy with his patients.
Movies have the possibilty to convey messages and content visually and audibly, so information can be send in more detail. Pictures are more easily understood than words most of the time, especially if they are in HD or 4K these days. An Abba song might appeal to the people living in ABBA’s time because maybe they sang about something contemporary, but a movie has the possibily to carry much more depth and appeal to viewers of many generations especially if the images and actors are beautiful (good stories always last forever anyway), thus songs are more often easy come and easy go. For example a movie has the possibily to be an interpretion of a book, but a song definitely has not. Besides movies can picture and show beautiful images, interesting perspectives, nature or simply attractive people, music can only try to create a similar mood. Of course all this leaves the listener a much greater space for interpretation, but sometimes people want to tell concrete stories or hear new things. Songs mainly talk about having a party or the pain of missing a lover in 90 percent of the cases.
Especially today when movies are so close to reality that genres are called virtual reality, and maybe we will not be a able to see a difference at all in the next years, we basically can live our dreams somehow. Great scholars of the past used to say that the mind and imagination of a human is wider and has more dimensions than the reality we perceive, so maybe being a good dreamer is a compliment, but at least it takes you away from your everyday life for a few hours already today and makes you sense something different or beautiful.