The fix is apparently to find config.ini in the C:\Users\[you]\AppData\Roaming\Nippon Ichi Software, Inc\Disgaea 5 Complete\25479545 and switch MovieType to 1 or 2 and try each until it plays.
I don't know, but I'll speculate for you. This company is constantly running on fumes financially and does what they can to pick up on their losses. There are things they clearly don't want to compromise on, like ensuring the story is extremely well written like keeping the theme of each game in place as the characters grow. They want the voice acting to be superb to follow the story, so they pay for the best in the industry. You can tell how expensive that is too, when you play a DLC character and the voice is way off. They have to save some bucks there. The switch to 3d meant either completely retraining their staff or hiring new people all together onto the team. So the idea of just saying "let's forget about the 2 minute intro to save some money" makes sense to me.