The import scrape and the edit window scrape are different. The import is much stricter with naming so as to not get a ton of incorrect matches when doing a mass import of games, the edit window check is less strict in that regard when matching, as you have more control and are just searching the one game. This is done as it is easier to fix a few incorrect matches after a import than to have a looser match and have a ton of incorrect matches that need fixing.
Also if you used the steam importer you do not get all the media options you do for normal roms, you only get the Launchbox Database options and zero emumovies media options. This is because that the steam API is actually used to scrape information and to retrieve the steam banner/images and videos.
Finally, the likely reason it finds more art when looking via the edit screen is that emumovies is also used there, so images that were not found on the Launchbox Database could be available there.
As for the steam videos not downloading, this is a known issue that we are trying to solve. The videos are downloaded directly from the steam page of the game, and for some reason have stopped downloading, we are investigating but its proving to be a very difficult problem to solve.
Personally i use the below plugin that will scrape your steam games and also grab the images and videos.