If you were a religious zealot bent on the destruction of another culture's way of life would you willingly participate in a documentary that labeled you as a terrorist? To me, that seems rather counter-intuitive as it puts you not only on the radar of the intelligence services but you also become known as an extremist in the minds of the general public. This would make your end goal much more difficult to achieve.
Now, if you were an intelligence agency asset, well that would be another story altogether.
I'd also like to point out something that most people reporting on this story keep neglecting to mention. Khuram Shahzad Butt appeared in the documentary for all of one minute, if even.
Also, the documentary is called The Jihadis Next Door. It's not a very important thing to get wrong but it really irks me when somebody can't put in the effort to find the name of the documentary they're reporting on.
One last thing, up until now the documentary was on Netflix over here, I watched it only two weeks ago in a friend's house. As a documentary it was alright, nothing special, but it screamed intelligence agency psy-op to me.