Certainly non-fiction films aren't the most popular type, but if there was ever a time for the HFPA to recognize their worth, it was in the past decade. Between Michael Moore and penguins, docs showed they can be moneymakers in the 2000s, and a large number of films broke out enough in the arthouse market to have warranted more attention from organizations celebrating cinema.
Actually, the fact that the Golden Globes focus on both film and television seems even more fitting for a documentary award. The Oscar category for Best Documentary Feature is often met with confusion or controversy by doc enthusiasts given their rules against films made for or initially airing on TV. The HFPA could better the Academy in this way by qualifying more acclaimed films and miniseries.
Last year the Golden Globes did actually honor a non-fiction film. The animated documentary Waltz for Bashir won Best Foreign Film. I'm pretty sure this was the first to be nominated let alone win in the 32 years since the HFPA retired its doc category. They could have done a similar thing this year by nominating This Is It for Best Motion Picture - Musical or Comedy.
I have to admit I still haven't seen the MIchael Jackson concert film, but it has to be better than Nine, which seems to have been nominated for the category solely for obligatory reasons. It's pretty much the only live-action fiction musical released this year. But why not include music docs, especially if they've grossed a quarter of a billion dollars worldwide? Another option could be Anvil! The Story of Anvil, though that film is not nearly as well known internationally.
Maybe the HFPA isn't into honoring a kind of film that allows for criticism of its awards. Back in 2004 the doc The Golden Globes: Hollywood's Dirty Little Secret exposed just how ridiculously insignificant the organization and its ceremony are. Of course, I can just remember that when I'm feeling this disappointed. Who cares if the Golden Globes don't honor documentaries when the whole thing doesn't matter anyway?