Note that most of that video is taken by the rover itself, watching the skycrane fly off etc. Indeed, we don't have any video from the skycrane after touchdown

Note that most of that video is taken by the rover itself, watching the skycrane fly off etc. Indeed, we don't have any video from the skycrane after touchdown, because I believe that data was fed over an umbilical to the rover before being sent to the low orbit (I'd typed LEO, but I guess I mean "LMO") satellites and back to Earth.