It's obvious from her instagram that she is documenting the rehearsal process, and the tour itself is new territory for her; smaller venues, longer stays, she's said the set might be injected with comedy bits, and the show will obviously have a lot of political elements. I know since the alleged meeting with Netflix last year there has been constant speculation about a new doc, from her life in Lisbon, to the creation of the album, but I think that if there were going to be one, it would be about the tour. Truth or Dare/Blond Ambition Tour defined new standards of what an arena tour and tour doc could be, so as she redefines the concert tour, it only makes sense that she would want to show it off.