Because the footage isn't "real" and isn't through the lens from the perspective of the player. Actual through-the-lens video I've seen is constrained to the retroreflective surface. Example: https://www.youtube.com/watch?v=wKjr__J-ego

I suppose there's a chance that something that is within the confines of the play mat from the player's perspective could appear outside of it to a theoretical outside observer, so they made their marketing reels have stuff appearing outside of the retroreflective mat.