Is there anything wrong with going to the movies by yourself?

I do it all the time. For me it’s my “me time”, so I have no qulams with it. I don’t mind going with other people, I just enjoy aome alone time. But whenever I’ve stated that to my friends that I’m going to see a movie alone, they either feel an almost obligation to come with or they ask me whether or not I feel pathetic for going alone. What’s the stigma or taboo about going to see a movie alone?