There are not ENOUGH movies starting with the letter "A" to merit doing the same thing. The removal of the "The" to the end allows us to alphabetize the titles more efficiently.
A stunning example is of another movie review site overseas which did NOT separate the "THE" from the movie titles. They had page after page after page of movies starting with "THE" that were alphabetized in the "T" section. But this made it hard to find your movie. You wonder "is it
THE Dark Knight? or just Dark Knight? If you didn't know the exact title, you'd be looking for it in the wrong place. Very bad practice that is.
So we don't do that.
But in the case of "A" You would NOT forget the title of "A Few Good Men" and think the name is "Few Good Men". You would most likely NOT make the mistake in thinking that "A Boy and his dog" was merely named "Boy and his dog".
So starting with the letter A is not as big as a potential problem as starting with "the".