That's because it was never released. It got made so the company could keep the rights to make a FF4 film in the future. Of course, no-one told any of the cast that that was what was happening so they all expected the film to actually go to cinema.
It became one of those mythical beasts decades before the Marvel Universe became a thing. I think it finally slipped through the cracks and got a late vhs release. Damn, now my memory is fuzzy on exactly what happened with it.