Why exactly is Unown not classified as a legendary? I know it's (really) bad statistically, but it starred in a movie (in which it was explicitly stated it was legendary) and in groups it appears as powerful as any legendary.

Because, the anime is less canon than the games. ...In other words, if the games and the anime/movies disagree, what the games says goes

Leaving aside the stuff which have been said already, one of the reasons for a Pokémon to become a legendary, as far as I can remember, is for it to have a minimum base stat total (BST). As you mentioned, Unown have horrible base stats, so maybe that's one of the reasons accounting for them being normal Pokémon. Another reason, which is mentioned in Bulbapedia, is that a legendary Pokémon can only be caught once in a single game. Now, I don't know why Lucario, for example, is not considered a legendary Pokémon (since you only get the Riolu egg once), but you can catch Unown a lot of times in their ruins, obviously.

I hope my somewhat long post further clarified your inquiry.

Unown, like Ninetales, Arcanine, Dragonite, Tyranitar, Lucario, Garchomp, Rotom, Spiritomb and Zoroark, has got its own mysterious power, and is conidered to be not a normal Pokémon. However, when you match them to the already known legendary Pokémon, you will find a vast difference in strength, and even in the myth that surrounds them. Of course, rarity affects as well.

Unown is a psuedo legendary. All the ones Spirit mentioned are also, inluding Metagross and Salamence.

I think all of the stuff said before are good reasons. And, all the pokemon that are classified as legendaries in the games do not evolve. Lucario, Ulgamoth, and Zoroark don't count as legendaries because they have pre-evolutions. As for Unown, you can get them very easily in their designated caves, because they are the only pokemon there, and you can get them countless times.

HOWEVER, if you happen to catch all 28 forms of Unown, that's classified as catching a legendary in my book, because in the time you actually find all 26 letters and gotten to the cave where you get ! and ?, you probably could've caught at least two major legendary pokemon, like Dialga and Palkia, etc.