Your link is a video on Steam; a trailer for a movie available elsewhere. You can't actually buy Zombie Movie on Steam. Maybe you could, at some point? I haven't heard of it.
Indie Game: The Movie is the first movie available for purchase on Steam (as far as I know)! Steam has 40+ million users, so this is a pretty big precedent.
Zombie Movie is fully available through Steam (it's a short that some Valve employees made). Your point stands, though; It's the first instance of a movie available for purchase through Steam, the games I bought for the cutscenes nonwithstanding.
