Would you?

It wouldn't bother me at all if it was a mutual friend. Now, if my husband was headed to the movies with a woman I barely knew or was not familiar with, I can't say I would be comfortable. Especially since I love to go the movies!

In your situation it wouldn't bother me, but you have to go with what makes you comfortable. There's no sense in putting a strain on your relationship over a movie. Just be honest with him (and yourself) why you were hesitant.