That's odd.  In the Escape.gc2scenario file on my version, DLCampaign_Outro.bik is explictly used.  You might be thinking of the other movies that don't play during Campaign missions, but do play during the regular game.

Are you sure you loaded up the right save file?  I have two Escape_Endgame saves, one that's ordinary and won't do anything special, and the other that lists "Dread Lords Campaign" that will play the movie.  In fact, there's a duplicate of every campaign save file in my folder.  Using the wrong one causes Problems™.