OK. Mine does that when I power it off and I consider it "normal". Also I guess it might do the same when it is going sleep (I never use sleep, so cannot comment on that). I have never seen mine doing that during I use it after I updated to Catalina.
Maybe your problem is related to program you use to watch movies?
I mean if that is the only situation where this happens when you actually use the machine, it strongly suggests that it is a software problem. Does this during watching movie also happen only when you have external monitor connected? If so and it is problem free with MBP own display, perhaps it is related to cable or monitor...?