It's an issue of budget. CBS is not going to greenlight additional spend on interviews/documentaries above and beyond the norm if it's just going to be part of the season set. It raises the cost for them while resulting in no additional sales. That would be a dumb business decision.
This is the same reason certain episodes were split into two - for budgetary reasons. They get more money for a two-parter than a solo episode, and have the ability to put out a bigger and better product.
Of course by that logic had he been in a single part story they wouldn't have had the excuse for a bonus interview with him.
When you consider the cost spent on interviews, we rarely see a fraction of what is recorded, rather than edit it would be cheaper to just include uncut interviews, but they lack the professional result.
Was David Warner interviewed too?