Ok so wait.
The zip files I sent you. You extracted those to separate folders, booted up CXBX, went to File->Open Xbe... selected my default.xbe file in that "doa3extracted" zip file...and still no Team Ninja logo CGI movie?
I'm using default settings for everything in CXBX, I haven't touched anything outside of changing the EEPROM configuration to skip that warning screen:
This is probably irrelevant to trying to fix the issue, but what are your computer specs?
I'm going through various CXBX settings and I'm not seeing anything you could tweak to get this to work. There must be some kind of conflict.
What I would do personally is that you try loading that default.xbe file, start the emulation...and just wait. Wait 15 minutes or more. if you're still not getting any of the pre-rendered movies to show up...then I'd try XEMU as your emulator.