Well, there could be numerous reasons as to why Moi dix Mois doesn't have a PV. I'll list a few. ^^
1. He's saving it to make a PV for the third album, because that's what Malice Mizer did. (I highly doubt this one, though.)
2. He thinks it would be too hard to put Moi dix Mois' image into a PV. Like the graveyard for the Shadows Temple booklet, the ring of fire with the people in a circle around it in Dix Infernal, Mana holding himself in Nocturnal Opera... all this would be hard to put in a video. So maybe he's still trying to figure out he would be able to put it together.
3. He doesn't want to make any PVs.
4. He likes to watch us sit and squirm and beg for him to make one.
I, personally, don't really want a PV. It just seems selfish to ask for one, after all he's done so far this year. :/ Appearence in France, a new album, two new singles, Moi-meme-Moitie overseas, possible European tour... and plus, when you think about everything he has to pay for, a PV would be expensive.
-Payment for Juka, Kazuno, Tohru (and Shadow X?)
-Payment for Moi-meme-Moitie staff
-Running Moi-meme-Moitie and keeping it open
-Running and organizing Midi:Nette
-CD production
-Midi:Nette staff
Just for a short example.
Not to say anyone who does want a PV is bad; I'm just saying there's things to take into consideration. Whatever the reason is why there hasn't been one yet, I'm sure it's valid. Mana's such a visual person, it is a bit surprising Moi dix Mois doesn't have a PV.
And this is just me, but I honestly can not see how they would make one. >_>