Thats just not true
, a movie system will have all kinds of circuits in the signal path with a multi channel avr, it will have a big ported sub or 2, it will have a big tv clogging up the experience, speakers will have to be placed to satisfy multiple seating positions and screen view, ect ect ect.. Where a music only system, will have a super short signal path, maybe a pair of mono blocks fed by a dual mono preamp, with a pair of fast sealed subs, a small love seat of recliner placed in the sweet spot, a few pictures of various artists and or musical instruments placed around the room.
I could go on and on, but the biggest reason to have a separate system is because while your wife, kids, and guests, are watching movies and dvr'd episodes of Ellen, you can't listen to your music, but with a separate system you can seclude yourself, shut the door, dim the lights, pour yourself a Powers Johns Lane whiskey, light your Montecristo #2, and press play with your feet up. So relaxed that if someone did have the gall to enter your room while you were listening all they could see is the back of your chair and dimly lit smoke trail coming from your ashtray, you would be so deeply involved in the experience their presence would be void and you would be have never even known they were there...
But seriously, if your wife wont let you have another room get an apartment somewhere separate, once you start spending time there instead of home she will clean out a room for you... or not, either way win win...