Well I mean, there was that one time that CZ64 built in the Sonic Riders animated intro into SRB2Riders, but it added something close to a gigabyte to the filesize because there was no compression what-so-ever.
We're really not keen on going out of our way to build in a video codec into the game. If you really, deeply need to have a prerendered cutscene, you can just store all the frames as individual images and put them on-screen with Lua in sequence... but again, the filesize concerns will remain.