Hmm...that is an interesting question.  But I 
can't say that I've noticed this in all cases.  
For example, the evangelion cels from the TV 
series and the ones from the movie seem almost 
the same (from the few I've seen) and the Utena 
movie uses tons of bright colors.  
I think it may just be that a lot of movies come 
off as more serious than the TV shows and so the 
settings and style are darker.