Really... it depends on the anime, and the writing and the sequel...
The only anime where I've ever been really excited for the movie sequel were the old Fullmetal Alchemist anime (not Brotherhood) and Eureka 7. Both of them end with a lot of hanging loose ends, so at the time, I was like "Whaaaat!? That's the end!? NO!" and got incredibly hype for the movies. Both of them were huge disappointments, with the problems being resolved with ridiculous overblown spectacle that didn't feel like it tied in with the themes, while character plot resolution was weirdly rushed and... I felt like I wished I hadn't seen them, to be honest. Really, in retrospect, I have similar feelings with Serenity as a cap to Firefly, but to a lesser degree, because Serenity is an ok movie and doesn't turn a beloved character into a literal nazi like the FMA movie did aaagh.
On the other hand, there are series where... it didn't really need a movie to cap it off, but the movie does a decent job of capping it off anyway, like Gundam Wing Endless Waltz, Madoka Rebellion, Fate/Stay Night Heaven's Feel.
And on the other other hand because I guess in this post we have four arms... okay let's run with it, we get series that should have quit while they were ahead and had a movie or an OVA instead of a second or third season that really drags because there just isn't enough plot to justify a full season. I'd call Attack on Titan one of these, where after the jam packed first season that really distilled down and improved on the pacing of the manga, subsequent ones kind of feel more and more loose and meandering.
And finally, our bizarre fourth mutant arm.... END OF EVANGELION. Where the creator ends the series with a perfectly fine ending, the fans are all "waaa waaa we want more, we want a more final ending that fulfils what WE wanted, not one that's thematically appropriate!" and so the creator...um... creates a movie all about the entitlement of an adolescent boy who wants everything without really understanding what he wants destroying the world. WOW.
I'd say that it's best to only make a sequel season if you can think of a really interesting new conflict that will take the characters somewhere new in terms of development and create a full season of interesting content (I kind of feel like the latest season of The Good Place, while it's not an anime, illustrates a well-written season in terms of jokes and things, but that feels a bit... pointless because it doesn't really put the characters in situations that show us anything new about them. Meanwhile the new season of She-Ra was my favourite season yet! It was really strong and explored a bunch of really interesting new dynamics between characters brought about by where last season's finale left them!), and only make a movie if you want to cap off your story with a big finale and one final conflict that ties off the hanging loose ends. Sometimes, no matter how the fans may beg, if the ending you have is already really good, and you've done every interesting thing you can think of for your cast... just leave it. End strong and leave the rest to the fanfic writers.