Hmm... strange. In my case, not even once i saw them in cinema randomly, it was always only Yui and that's it, and i tried for weeks (ingame weeks, i mean). I almost thought that there are a bug of some kind, or flag that i didn't trigger. But then i saw somewhere about this method, and afterwards could trigger their visit to cinema with 100% accuracy.
If you indeed remember it correctly, i can only assume that there are some small random chance for them being there by default, and them always being there after training without interaction afterwards is an additional trigger. In that case, i was just been unlucky to not get that random (which is quite possible, since i spent quite a lot of time on RNG of them moving to certain event spaces in dojo [which also might have triggers depending on how you did the training, but it's unknown to me])