Have you ever cheered when your team wins a sporting match you are watching on TV alone? Or shouted things at the players you are watching even though you are fully aware they can't hear you?
I've always taken applause aimed at a film to be similar expressions of emotion. I've done it myself after watching films where afterwards I feel that I need some way to express the emotion of pleasure and gratefulness for the experience I've just had, especially if my expectations were broken. Of course, clapping is much more appropriate in a cinema setting than cheers and whistles, so it takes a different form. Then there's the people that DO cheer and whistle in the cinema...
Of course I have, but that's a different thing altogether. Cheering, yelling, gasping and the like are immediate expressions of emotion. No one expects there to be a recipient to these outbursts, they are a verbal release of tension, excitement and/or frustration.
Clapping/applause is intended to be directed to someone or a group of people. The reason for it is that since everyone cannot vocalise their feelings amongst others doing the same thing, it would all be unintelligible, drowned out by the host of others doing the same thing. Applause on the other hand expresses appreciation so that those who have performed whatever it may be that they have done, can feel the appreciation of the crowd as a whole.
Who in a cinema is there to receive the praise? Is it the crowd for being on their best behaviour, not talking or using their mobile phones? Is it the projectionist for correctly displaying the film on the screen and the correct audio being passed through the speakers; maybe the ushers for directing patrons to the correct cinema, cleaning the floors and seats and opening and closing the theater doors at the appropriate times?
I cannot think of any other instance outside of this where applause by a group of people is directed at no one in particular, instead at inanimate objects.