To be honest, I've always hated this tradition. It used to be that applause between movements was an accepted but extremely rare gesture intended to express the sentiment that the previous movement was so exceptionally well-performed that the audience could not wait until the end of the work to show its appreciation. (The Allegretto from Beethoven's seventh symphony, for example, received such a response at its premiere that the movement had to be encored immediately.)

Unfortunately, this is indistinguishable from "the audience is comprised of classical neophytes who don't know when they're supposed to applaud", and so we've taken to assuming that anybody who claps between movements is an uneducated fool.