Because he has them oh, yes he does, he just tends to act like he doesn't most of the time. At least until someone stays over at his apartment long enough and then they can see him most likely watch one or all of the following:
{in no particular order}
1)
Blade Runner: The Final Cut2)
Il Divo3)
District 94)
Amadeus5)
Richard III6)
Elizabeth (mainly because he has a slight crush on Cate Blanchett and Elizabeth I)
7)
A Fish Called Wanda8)
The Full Monty9)
Hot Fuzz10)
Monty Python and the Holy Grail11)
Bronson (Oh, the irony. I loves it.)
12)
Notes On A Scandal (again, that little crush on Cate Blanchett)
13)
The Missing (not sure this counts because he doesn't even like the movie, just Cate Blanchett being "a badass" in the West)
14)
The Lord of the Rings Trilogy (purely because Arthur is totally a secret nerd who loves Tolkien)
15)
Tokyo Godfathers16)
Perfect Blue17)
The Proposition18)
Orlando (because he thinks Tilda Swinton - and the book it is based on - is fascinating)
19)
Se7en20)
End of Evangelion21)
Quills22)
The Silence of the Lambs23)
Zodiac24)
Damage25)
Love Is the Devil26)
Read my Lips27)
Princess Mononoke28)
The King's Speech (the only Colin Firth movie he isn't embarrassed for people see on his shelf/him watching)
29)
The Fall He knows he should most likely broaden his viewing of movies but his time is often limited and he tends to stick with what he knows he likes. This list will probably grow or it might not. Although he refuses to list the movies he watches purely because of his crush on Colin Firth - which he denies forever, too - so, don't count on it getting much longer.