I bring food in if the movie's over dinnertime & we don't have time to go out. I've brought fast food in before, but never fries- too smelly! And usually I go to great pains to open packaging very quietly, or pre-open. But even movie theater food makes noise when you open some of the packaging, so it's not entirely preventable.
I usually bring a bottle of water in, sometimes bulk candy from the grocery store or something. But I've also brought in (quiet) fruit, muffin, croissant, etc. Things you definitely won't find at the theater.
If they served better food and it wasn't so expensive, maybe they'd make more at their concession areas because more would buy- the Walmart principle. If you go too extreme, some will still buy but others will find a way around the system. Like large purses (me) and cargo pants (husband)

As long as you're ensuring minimal annoyance in sound & smell at the theater, I'm good with it.