Mainly unless you live in big cities then you don't get the main stars in the shows. You have to put up with people who aren't good enough at it for you to ever have heard of them, so unless I'm going to see the big names in something I'd rather go to the movies.
I can see why the stars don't want to end up playing a small theatre in say Bognor or Watford, but it's still a shame we have to travel miles and pay tons to see them or put up with the second string.
If it's any good then they'll pay big stars to make a movie out of it anyway, so I would rather wait for that.