People like working with human-centered companies. Showcasing what goes on behind the scenes is yet another marketing/"brand management" opportunity. Actually, its a definitive advantage because most software companies are run by socially awkward people.
Lastly, sighting investor's "golden rules" is ridiculous. Remember, most investors, especially in the venture business, are wrong more than half the time in aggregate.
(I know that Bezos has tossed some money their way, but the terms were apparently in exchange for his advice, rather than for an eventual exit.)
They aren't going to sell out, so Bezos wasn't looking at an exit as a return on his investment (and he doesn't need it either).
Why would they care what an investor thinks about that? The message to customers is, and will be, "so many people chose these products, they must be good". It'll take years for that trend to reverse, and by then they can just fire the filmmaker, hire one extra interaction designer and make another nice product that they can make everybody want.
They are going to release 25 videos, and they can count me in to see them. I had recently seen the peepcode double episode with Ryan Singer (UX at 37signals) and was worth the time.
Time will tell.
Making a movie about themselves seems like exactly the sort of thing they would do, and I'm sure it'll be lapped up by their followers.