What you're looking for are full motion videos (FMVs), cutscenes made out of engine. Due to the cost involved in making these, outside of intros and endings FMVs are used sparingly in games these days - even VII:R only has a handful. It's much more cost effective to make cutscenes in-engine.
... and, since this game doesn't really have an "ending" proper (yet, anyway) it's entirely understandable the only FMVs it regularly gets are the expansion intros. Hell, even "Flames of Truth" is ultimately just an extension of the 1.X ending cutscene.
FMVs are a nice treat, but never expect one to show up outside of the intro and ending.