The way I understand it, when bands and artists talk about promotional films, they're usually talking about what are basically now considered music videos, but are from pre-1980s(-ish). Like The Beatles promos for "Hello, Goodbye," or "Rain." The term "music video" was what stations like MTV toted in the '80s and was initially to separate the medium on which the images were shot: on video instead of on film. However, the term "video" quickly muddied and came to represent any live-action or animated moving picture (whether on video or film or animation) presented with the music, used to promote the band or single (mostly the single). That's basically where the term "music video" still lives today, so when people say, "I saw the new video for [X]," this is what they mean.
The Made In Heaven Films were done initially as motion pictures, aka movies (The Films), shown at Cannes Film Festival, not necessarily as modern "music videos". They're basically meant to be short films, first and foremost. Some, like "You Don't Fool Me," have taken on double duty, acting also as the "music video," along with "Return Trip" representing the "Let Me Live" video. The MIH Films have proper titles and credits and may be easily confused with "music videos," but are technically not.
The other MIH singles did receive their own independent actual "music videos," which doesn't help if you don't know the difference. I believe actual videos were made for "Too Much Love Will Kill You," "Heaven For Everyone," "A Winter's Tale" and in 2004, "I Was Born To Love You."
Personally, I like The MIH Films, especially "Mother Love."