It's called maturity and it'll catch up to you one day, too. Movies I enjoyed as a teen would seem pointless to me now.
You haven't told us what they watch but what you think is depressing they would see as meaningful. If you like movies with lots of action and they like movies that actually tell a story you're probably just going to have to find something else to do instead of watch the box. Maybe they'll let you have your own set.
Different people have different tastes in life. Maybe the movies they watch make them feel better about their own real lives. Maybe they're not depressing movies, just dramatic, but you want more comedy. Do they hold you at gunpoint and make you watch them? No? Then don't worry about it.