what does your data usage show? it should list the apps by data consumption. I find it unlikely that if you were connected to wifi, that it was using the cell connection for the movie download. no android phone i've ever seen works like that. possibly another app used a lot of data at another time when wifi was not available.
another possibility is that there is a "avoid poor wifi connections" setting enabled, so even though wifi was on, it was switching to the cell radio if you had a poor wifi signal.