Moreover, catalog sales are so cheap to put out and they sell. Look at the 5 or perhaps more sold by the first FM Greatest Hits and the over 1 million sold in the double disc VBOFM released last year. Maybe they are worried about oversaturation of the market, but considering the comparatively lackluster (and that is being nice) sales of Say You Will, the release of a DVD could do nothing but help IMHO.
Moreovedr, they could sell it at the concerts like they do the CD.