i know how you feel. i felt disappointed somewhat because he has made a number of really cool, moody videos. but i think you kinda missed the point of these dvds. they are supposed to shed light on music video as an artform and on the creative minds who make it something more than just a tv commercials for the music industry.
the dvd does show romanek is adept at different styles and we do see his progression of sorts as a director (the videos kinda chronicle backwards in time). i had no idea he made "free your mind" for en vogue. according to romanek (in the commentary), he felt odd about including it. however he did because it was a favorite of his friends and colleagues. "free your mind" is kitsch and locked in the early 1990s sense of style and fashion. but it stood out in the time it was made and still does does so now. it's "iconic,' as romanek would say. furthermore, who would have thought the guy who did that video would make "closer"? in fact, there are certain visual similarities between "closer," "free your mind" and all his work. romanek explains it in the featurette and the commentaries.
personally, i feel his best stuff is where he doesn't completely rip off other artists (filmmakers, photographers, painters). "99 problems." "hurt." "cold beverage." don't get me wrong. i dig his dark stuff. but if you look at his profile on mvdbase, you will see romanek is a mainstream pop video maker.
(by comparison, jonathan glazer and chris cunningham were highly selective in choosing which videos to make. both have a penchant for dark themes. and though they are very good at being dark, i suppose it will become boring for them after awhile and they will move on.)
frankly, i prefer to see romanek try different things rather than sticking to "stronger, darker, and more lyrically provocative songs." i think there are other filmmakers out their who can make videos just as interesting (if not better) than romanek's work.