They had escorts, but those were 110's. Maybe not shown in the movie.
What many do not know is that in the raids on S-England, the 109 escorts were up to 3 per bomber. And many more do not know that the LW was almost entirely focused on the S-English area, including those north sea raiders. They thought the RAF had all their sources right in the south while the truth is that they had 2 groups out of 4. 10 (sw), 11 (hot-spot SE), 12 (midlands, too late to intercept attacks south of Thames) and 13 (N-England up over Scotland, and I think they had one in Ireland as well, but it could have been 10)
So basically, the bulk of the LW was hitting 1 or 2 groups of the RAF. 10 & 11, while 12 kicked in in September (London bombings) and the 13th group "took care" of the side-slash from Denmark/Norway.
Hence the shock of meeting big RAF formations while bombing London, - that was 12th group which finally had the time to try out the "big wing" theory, - the LW provided them with the extra minutes of cruise while they climbed to alt.
A great movie anyway. I hope they don't do a hopeless remake.