So he is now cross because I’m still not happy about it as “he hasn’t done anything wrong”. Can’t seem to understand it’s about so much more than the cinema.
This is the point. It is about so much more than the cinema. You alluded to other problems in your marriage. He doesn't pay you any attention.
Its not about you not allowing him to have friends or friends of the opposite sex. Its about you being concerned about this particular friendship.
And he doesn't want to understand that its about more than the cinema that because he wants you to shut up about it and continue as before.
The fact that you feel put back in your place and have no alternative except to shut up about it is a clear indication that he is ignoring your feelings.
Maybe he hasn't "done anything wrong," as in, isn't having a physical affair, but he's paying her more attention than you and that is why you are feeling dismissed, overlooked and upset about it.
I think a more concerned partner would talk to you about this, would offer to go to the cinema with more than one person all the time, would Offer to go to the cinema with YOU to see a film you both like ( there are more films than grisly horror films), or recognise that you never get dates with them yourself and plan a date night.
They wouldn't be "angry" that you are upset about it. They would be reassuring, and if they were, you wouldn't feel like he ought to give up these regular meetings. There's also a long history in that he got her a job at his new company and they continue to work together. The fact that he's digging his heels in and getting "angry" at you for mentioning it (trying to talk to him about it) is telling. You've raised the issue, he's closed down the discussion and has made no offer of reassurance or concessions, just basically told you to stop mentioning it.
I think the posts boasting about how many male friends women have that they go out with or vice versa are not relevant in your case. Yes. That is the case for a lot of people, because they are confident in their partners and their partners are confident in them. Good for them. Carry on. It doesn't mean because they have found it works for them, that it works for you or that you should just put up with a problem that is becoming between you and your DH and is upsetting you, just because it works for other people in different circumstances - as you said - its about more than just the cinema