This happened to a lot of theaters that were showing the Walking Dead. AMC had sent them letters to stop last season. I'm pretty sure theaters can do it, only if it's being broadcast for free. But if they charge tickets, they aren't allowed to.
I'm actually surprised that theaters were going to do this for finale.
I was hosting one of those free screenings when the letters came down. It was pretty well known. In fact, of all the theaters that got C&D's, our screenings at the Hollywood Theatre and screenings at Alamo Drafthouse in Austin were the first two to get binged. The following week came a pretty big swath of C&D's, and by the third week, it was basically "I hope there's a bar flying low enough under the radar around here."
I figured that with all that foreknowledge, theaters had actually gotten permission from AMC. But I guess not.
Still not the greatest of calls on their part, really - commercials are still getting seen, theaters aren't charging admission, and there's NO way the finale is going to be hurt, ratings-wise, by the number of people choosing to watch theatrically. ABC never shut us down for screening the final season of Lost, and NBC/Universal was cool with our showing the back 10 of Battlestar Galactica. It ended up being free advertising, really.