That's why I put "in engine" in quotes. And if someone accepts the theory that it isn't even really a game but some kind of other world accessing technology/magic then the company could create fake images to sell the game before it came out. You couldn't get the first batch of players without them seeing anything about what the game might be like. The initial investment is way too high, and word of mouth takes time to build up. Even if it was just "here is what it will look like to play" they must have released some kind of trailers before the game released. Now word of mouth and hype can carry the game to new players, but you have to start somewhere and showing "concept art" or trailers is the way you could start even if it isn't accurate o what it really is.
Of course, this is just how I take it and my way of explaining it and seeing as how the only alternative being presented is that it was just a mistake by the dev I prefer my in universe explanation to that because I don't see any problem with it fitting with what we know.
I think only a minor correction to the dialogue in a future update could fix this kind of oversight, tbh.
Instead of saying "how come there are no gameplay videos," have Orion (MC) ask "I've seen some preview clips, but they're nothing like this. How come there aren't any streamers hyping this up?" To which Annie would reply "Because you can't stream something if there's no screen to be recorded, silly."
Because yeah, I find it highly weird that a VRRMO doesn't have any sort of promotional material other than word of mouth or influencers hyping it up. They have to showcase the tech somehow, and the only way to do that is to show "ingame footage," even if they're just high-quality bullshots.
Hell, even Fyre Festival had some sort of promotional material. And that was all complete bullshit. XD