I guess the problem with a video collection is that there are so many of them - and which ones to include and which ones not to. If they did put EVERY video in a collection, it would easily be 2 discs and therefore more expensive. Other than people on this board, who would pay for it? Especially since most of the videos can be found on Youtube for free. I think music video DVDs are a tough sell nowadays and if I were the record company I would be reluctant to release one.
And let's face it, most of the videos the average person wants are on the Cross Road DVD already.

Well that's my cynical viewpoint anyway.