I'm pondering this too, and I'm willing to be wrong on it, but I would have said that you can't be disappointed by a movie without having had some sort of raised expectation about it. If you thought it would be rubbish you wouldn't be disappointed.
"Dis" always suggests to me some sort of removal, rather than just the absence of.
But can't I be disappointed by a particular movie, without being previously ... appointed ... by another from the same fim maker?