You can already add local themes to movies same as you can for tv-shows by adding a theme.mp3 file in the movie’s root folder.
There’s an existing feature suggestion asking for an option to manage various local extras (incl. themes) using the Plex Web interface
There’s another feature suggestion asking for an option to include movie themes from an online source (considering to use songs from a movie’s soundtrack etc. via Tidal)
Do I understand your suggestion correct that you primarily want an option to assign a song from a music library of yours to a movie?!