I guess it just comes down to the creators 
wanting movies to have a distinctive "look" to 
them that differentiates them from the TV 
series.  Sometimes the entire art style is 
completely different, not just the colors. Like 
the Digimon movie!  Not that I think Digimon is 
an exceptional piece of film, but it is the most 
extreme example I can think of right now.  

Perhaps it might also have something to do with 
not wanting such bright vibrant colors on the big 
screen?  Maybe it would just be *too* much visual 
stimulation to take in all at once?  Who knows.

I think it's a great question, and I am glad you 
asked!  ^_^  Anyone else offer any insight?