CD/DVD Differences

I'm sure someone has asked this before, but I know the special was probably done before the CD was released of No Cure for Cancer, but why are there bits that are left out in the CD? I mean, I like the added songs; I especially like "Voices in My Head," but I don't get why he didn't include the entire show as shown on Showtime. The same question for "Lock 'N Load." It was done before the CD was released, but why did whoever made the CD to make the CD full of filler songs? I do like the stand-up bits on the CD, but again, there are a few bits on the "My Kids" bit on the Lock 'N Load HBO special that isn't included on the CD. I'm talking about the part in the special where he talks about his daughter drawing on his truck outside with a rock. That made me laugh pretty hard. Can anyone help me out?