Without article the sentence has a general meaning - the phrase is "gick på bio", when talking about the 'activity' /went to watch a movie/. With article you are talking about a specific movie or movie theater, and then you can use "gick till bion" (e.g. the one we had talked about, a specific title or theatre).
Well, I don't know if there is any difference between "watched a movie" and "went to a movie" in English (except for the use of different verbs). But in Swedish it would be: tittade på en film (watching a film = anywhere, maybe at home) versus åkte till en bio, the latter implying the movie-theatre in itself,
I made the same mistakes. Didnt write "the" even thought my knowledge of English pulled me to write "the" but I know that determine in Swedish for "bio" is "bion" and i wrote without "the" and it was wrong answer. But I also encountered this situation several times. And asked about it. The answer I got is that there are some situations in Swedish in which it's implied tgat it's determine, and one should "get it"... :) yeah i know...
Yes, you can read what I wrote above, but also - you are stressing 'how' you got to the movie, you 'walked', in Swedish we then change the preposition "gick TILL". 'Gå PÅ bio' is a general activity you can reach as well by bus, subway or car. Otherwise you would be up on the roof of the movietheatre.