The thing is, grocery stores tend to have more circulated air pumping in/out, along with steady and moving traffic. Theaters are enclosed, puts people in close proximity and a stationary position for 2 hours, masks constantly coming off to eat/drink, and often times more droplets going up in the air (from laughing or gasping, or other reactions to the film itself; or even just routine coughing at a theater) with not-great air circulation. For theaters, it's more about the cumulative danger of built up exposure in a closed space rather than the number of potential carriers. So watching a movie in a theater brings the same risk as eating indoors at a restaurant. It's safer to go grocery shopping than to watch a movie or eat at a restaurant indoors.
Plus then, there's the possibility of someone being an asymptomatic carrier -- if you're asymptomatic, you may not be in danger but you'd potentially be putting others in danger. In a grocery store, people are always on the move and so they'll be leaving your vicinity with no problem. In a movie theater, you could be sitting with a 5 seat-radius from the next viewer but those droplets have nowhere to go aside from the rest of the theater, and no one is moving in that theater.
And, above all else, movie theaters have the financial incentive to pack theaters as much as possible. They may enforce social distancing, but there's nothing really stopping them from making those gaps smaller and smaller to fit more people in as time goes on. They're going to gradually prioritize income over viewer health.
I'd be curious to see how much Bill & Ted made this weekend over VOD (currently #1 in iTunes). In theaters it made $1 million, and I don't think anyone forecasted it to beat New Mutants, but if it made a profit in VOD in the ballpark of New Mutants did in theaters, it would say something about the audience's preference of playing it safe.