Why would the documentary be deceiving you? The documentary has no reason to deceive you. The document is just trying to reach out to you and connect with you as a person. Why would it be deceiving you? It has no reason to be deceiving you.
The film is by Nathan Fielder, who specializes in fake situations and fake documentaries.
Admittedly seeing him at first made me think "wow that lady sounds exactly like Holmes". Then I realized it was supposed to be her and thought "wow, they did an amazing job casting her".
Then I realized it was her, at which point it was immediately clear this was a serious endeavor and not something Fielder typically does.
Isn't that the point? That it has to be a spoof and the question is, "Who's zoomin' who?," as Aretha Franklin put it?
The easiest demonstrative example is looking at someone like Leni Riefenstahl‘s work.