We've seen and heard Datsyuk during interviews... He's very quick, funny and witty, but you notice he's obviously not that comfortable with the spotlight, so I guess he didn't want to be a big part of that series.
I also think Babcock's got something to do with this, and I agree with that strategy to protect your best players' state of mind. Bowman did the same thing during his playoff years, where you seldom heard from Shanny, Yzerman, Lidstrom etc. It was mostly Drapes, Homer and some other role players getting interviewed.
You have to agree having a full camera crew shoving their cameras into your face and into your house for extended periods can be unstabling (not that it's ever happened to me, but I can imagine they want to keep their routine and/or personal lives private)