i have honestly never seen any of his videos prior to this one. i don't watch tv and have never bothered to check if he's made any videos online.
and if you're seriously wondering about the "why" behind his artistic/aesthetic decisions: just look at bowie. i mean, wolf strikes me as the kind of artist who's mostly just nuts and unpredictable, does whatever he feels like, for better or for worse really. i don't think he even cares much about the "cheese" in the videos.
I've only ever seen his videos on youtube. I'm just surprised more effort didn't go into his first couple of singles, which could have likely been (at least) club hits if they had videos that didn't look like they were shot off of my digital point-and-shoot.
I also think he does care, or at the very least that the lack of quality videos is not a sign that he doesn't care. Keep in mind that he does all sorts of promo photos--something he doesn't have to do--and that these are also of varying and questionable quality. In some pictures he looks gorgeous, and in some he looks really not gorgeous at all. You could probably make some sort of metaphor about his now-mixed musical output there, too. Also keep in mind that he's very forward facing with his fanbase, doing frequent letters and such. I'd think that sort of behavior would indicate that he'd want to put forward a good personal appearance in things like videos.