Good art will always affect people. That might be one way to define "good art"- it has an impact/effect.
Though there are arguments to be made for a potential negative effect of movies (via violent images, very poor behavior models, etc.), I don't think that we can say movies generally have a negative impact or effect on people.
The more we encounter art, the wider our "emotional vocabulary" becomes. Maybe this is only potentially true, however. Certainly not all films are meant to be artistic statements exploring the human condition.
Some movies are just meant to entertain.
I think we'd need to narrow the scope of the conversation in order to come to more definitive conclusions about how movies affect people.