So, I'm wondering why, since he had the D3X, which shoots HD video, (http://imaging.nikon.com/lineup/microsite/d3s_d3x/en/d-movie/), why no video was taken and only still images were taken?
Because the camera can only shoot either stills or video at any given time. ;)
Judging from the narration given in the presentation, they were after detailed high-resolution images of a UFO, not (yet another) mediocre-quality video. This camera does not shoot full-resolution HD (of which would be 1920x1080), but rather at a lower 1280x720. In contrast, this camera shoots still photos at 6,048 x 4,032 (over 4.7 times it's video resolution), using NEF or TIFF format, a lossless format, as opposed to it's lossy AVI video format.
Basically, if you switch the video in the link to 720p, that's basically the quality they would have gotten if they were using video. We can't see what they actually got, since the full resolution will be nearly five times that, with no compression artifacting.
I'm sorry, but that is a poor excuse to not at least get the movement of the object on video. Flipping to movie mode takes all of about 1 second, and regardless of the resolution, we would have at least some record of the movement of the object, and not the person's word for it. Not buying it.