Katselevat yhdessä elokuvia means (they) watch a movie together. Key thing here is that they are going to the movie theatre, not just watching a movie together.
"Käydä elokuvissa" means "to go to the movies/cinema", as in the physical theater, not just about watching movies.
I find the English sentence sounding very unnatural. Is this done because it wants to stress the "usein yhdessä" part?