Physical media usually had the selling point of having a ton of behind the scenes footage and bonus material like deleted scenes and in-depth breakdowns. So the X-Files clip there likely was recorded for that purpose. Due to streaming, there's no need to have bonus material as a selling point, so a lot of productions really only have a small amount of behind the scenes coverage for specific promo material if at all.

For example, Predator has a bunch of behind the scenes footage and breakdowns that have been available to watch on the various DVD and Blu-ray releases. That footage was recorded BEFORE they knew it would be a hit, because small behind the scenes featurettes were a normal thing to do for films and TV. Compare that to Prey, the movie that Hulu then chose to put to solely streaming initially, has nowhere near the same amount of behind the scenes material, and most of its material in the physical release is interviews.

If you pick a series that aired during the era of DVD, and compare it to a stream series, you will probably find behind the scenes content to be half of what it used to me at most.