Same reason that members from the Beatles weren't able to get publishing rights for their own songs. Michael Jackson paid more for them . No, but the deal is that most record contracts entail whatever the band produce artistically to be the property of the label. If the label don't want your material featured somewhere... you're screwed, legally.
Another DVD is really a question that should be asked after Opeth make it public knowledge of which label they've decided to sign to. It's about this label's willingness to facilitate another DVD and of course buy the rights for Opeth's back-catalogue.
I think we should make a formal petition à la Jinn for a new Opeth DVD also including songs from the past; so guys; there we go; if you want to have an Opeth DVD, sign the petition: