Thats what my family did too. Once in awhile if the birthday fell on a Saturday or Sunday we would get to go to a movie. Now I get to go out to dinner and thats just fine.
You reminded me of some of my birthday parties that I actually liked. We didn't have many.
I remember my 4th, out in the front yard. I got a spanking because I took some of my birthday cake and ice cream out to the curb to a little ragamuffin child who just wandered by. My mom didn't like that - the kid even got into some of the photos.
Going to the movies, though, was fun. Anything in Todd-AO - lots of Rodgers and Hammerstein. Oklahoma!, The King and I, South Pacific, West Side Story, The Sound of Music, and so on - except I wasn't allowed to see Carousel. It always had to be at one of the downtown theaters when they were still very grand - or at the *only* downtown theater when we lived in a small town.
Saturday matinees, about 10 little girls. Lunch first, sometimes at a very nice tea room, or ice cream and cake afterwards at an ice cream parlor. The last one I recall was Flower Drum Song - we were getting older and the "mean girls" from jr high who were among my friends acted lousy, so I didn't want to do the movie birthday thing anymore. Can't recall any family BDs after that, either.
I always make a big to-do over other people's birthdays, because that's your *one* day that is really your holiday. My own BDs as an adult have often been fun, too - just not lately.