But it would have been just part of the Season 6 set.
Nope. CBS got a budget to do a separate release of Chain of Command, and that budget goes to the bonus features, which would include an interview with Ronny Cox. Without the separate release, the interview would not exist.
The interviews done included in the season sets are more broad, as they don't focus on individual episodes. Interviews for one-off actors would not fit into the narrative.