Are movies bad if we don't like them?

I think you're conflating your feelings with whether the movie was good and those are two different things. For example, one movie I think is really good and made well but didn't make me "feel good" was the 90's movie The Sleepers, starring Kevin Bacon, Billy Crudup. The reason it didn't make me feel good was because of what happened in the plot, it was really gut-wrenching to watch.