No.

I'd never heard of Mystery Movies, but I'm guessing the people who view them know it's going to be a mystery, so the theater is being honest about what they're providing and providing something people want, or else nobody would be going to see them.

The only way they could be a scam is if they deliberately chose movies that are really crappy because their royalties are cheaper. And even then, it's only a scam if low quality is unexpected by audience members.