I'm sure they are, but should they have to?
It's not the same. Within a movie, the soundtrack is typically only excerpted. You (generally) never hear each musical piece produced for the movie in full. So you can't really say that you own the complete soundtrack of the movie by owning the movie itself.
Meanwhile, you can say that for a game. The full assets are there for the music tracks produced/included with the game. They just aren't presented in a freely usable format. I don't personally feel that people should have to pay for the ability to simply unlock the availability of those tracks if they've already paid for them in buying the game.