No, I confuse nothing, you have Hollywood-induced brain rot :)

The purpose of a movie is not to entertain. Or rather, that is one possible and valid and fine purpose, but it is certainly not the only such purpose. To believe that it is, THAT is the real confusion.

The difference between a documentary and a movie isn't about purpose, it's about method: how they try to get at the truth. The documentary tries to do it by looking at a specific case; the movie (and fiction in general) tries to get at truth via an imagined aggregate (although of course usually embodied in a single fictional character, like Rocky).