Probably because the Linux market is too small to support an iTunes for Linux.
By my understanding, the Linux market prefers free, open source, community effort. So essentially the real question is: why aren't you making movies yourself and sharing them free with your Linux peers?
This is always the dumbest style of argument.
P1: Healthcare sucks!
P2: Oh yeah? Why aren't you a doctor?
Be serious. It's perfectly fine to criticize things and the answer is extremely rarely change your life and become a domain expert in something else to meet some kind of "oh yeah, be the solution" nonsense by somebody that often themselves refuses to get off the couch for anything meaningful.
If the Linux market is large enough for steam to support it, then it should be big enough for a movie store to support.
But it's really beside the point, since supporting games on an OS is a hell of a lot harder than supporting video. You're right that movie stores have no excuse - except the control argument, working the other way than it did for Valve.