Here's why:
* Common nouns refer to general things, not specific ones.
* "Cinema" can refer to any movie theater, film as an art form, or the art of making films. It's not a specific name.
Examples:
* "I love going to the cinema."
* "The cinema is a powerful art form."
* "She's studying cinema at university."
Contrast this with a proper noun:
* "The Odeon is my favorite cinema." (Odeon is a specific theater chain, so it's a proper noun.)