The Answer is: I do. All my making ofs are documentaries. But here's the real thing. I don't like making documentaries, making-of or not. I like to make fantasy and adventure movies. Documentaries are not about dragons, girls that get lost in mazes, earthquakes, phantoms, headless ghosts, and aliens from mars.
I can't make a documentary and I usually can't sit through a documentary.
That is why I haven't made one yet.