Yes it happens. But culturally it looked down upon and disrespectful. There are rules. I mean I don't listen to those rules and break them, but they are still there. And the cinema/opera or whatever have the right to implement them.
"Culturally" anything and everything can be looked down upon and be seen disrespectful it is all subjective. Cinema, Operas, WWE, or whatever have a right to make rules, but that doesn't mean people will follow them because if the thing they are watching isn't entertaining then they will find something to be entertained by.
I do think the beach ball thing at WWE events is quite stupid, and even some of the chants are just dumb, but if you are not entertained then you will find something to entertain yourself because at the end of the day people want to be entertain, and If you pay money to some form of entertainment and it doesn't entertain you will get bored and doing something entertaining.