The idea of copywritten material edited around for creativity and artistic sake being distributed on a disc that will be sold for money is unnerving, though its been done a couple times in the past with anime DVDs having fan-made AMVs put on them as special features. Still not sure how they that worked out.
The majority of the AMV community (in other words, animemusicvideos.org) prefers to remain underground and out of the spotlight, lest they become targets for musical artists and anime licensing companies to tell them to stop using their music and animes, thus hindering us from continuing to distribute our hobby on the internet, or at least as easily as we do now. Already some artists' record labels have sent cease and desist letters, including Creed, Evanesence, Seether and I think Kamelot.
Basically, all us AMV creators are afraid of being sued.