I am not a Rov so I would not tell anyone to put on or take off their yarmuulkes ever.
But my opinion is that whatever the spiritual gains that are acquired from wearing a yarmulke, they are offset by the aviera d’oraissa of chillul Hashem. Yatza schar b’hefseido.
But obviously if wearing a yarmulke will keep someone out of a theater he shouldn’t take it off.