WWI is harder to do in an acceptable way because it wasn't a clear-cut "Good guys vs Evil Bastards" thing like WWII was, WWI was the result of numerous foreign policies (outdated ones) and random political events that blew up in everyone's faces. And there was no real "Happy Ending" for anyone given the widespread death and economic catastrophe that came afterwards.
It did shape the world though, it was the end of the Great Empires as we knew them. But folks forget most of that for the effect WWII had on the rest of the Century.
The main reason we don't see many documentaries on WWI is because there isn't much surviving usable footage from it left to use.