I do say that, too. But I'm not in the film industry. My understanding is that those who are, don't use words as crude as "made" to describe a role in the making of a film. I believe they say that he wrote, directed or produced a film.
We are not talking about some other field of expertise here, where we are outsiders – the production of food, the supply of water, or the making of movies – we're talking about our own field of expertise.
Oh, no, film insiders use ‘made’ constantly, or even cruder - attribute credit without using a verb at all. Saying it’s a “Nolan film” is super common. Here’s a VFX person saying “Nolan’s CGI”: https://youtu.be/AFLcP-t0-kI (I’m ex-film industry, and still film industry tangential, and found this clip being discussed on a film industry mailing list.)
Film people are far more likely to pay attention to who the director is than non-film people, and it’s very common for film people to talk in terms of directors ‘making’ the film or otherwise casually assign ownership. I think this is especially true for famous directors and good films, and maybe a bit less true for unknown directors and mediocre films.