Some of those have CinemaNow to watch early when I Pre-order them. But, if I watched those and cancelled the Pre-order to get a refund will I get charged for the Cinema now?
That is their policy, yes. It's the same as them not refunding XBL/PSN/NIN codes. Once a code is generated, it is out in the wild. You can still try it though. You may get a particularly nice CSR.