One of the reasons for the formation of worker's unions (such as screen actor's guild) is to protect the rights of actors and film workers, at all levels. Receiving proper credit is a big part of compensation.
There may be a fine line between a "film" and an "advertisement", and what's more this is surely not a SAG film, but it seems to me that credit for choreography on something like this - where the dance is the core of the content - is appropriate.