The film highlights the philosophical rift between Sigma and X. Sigma is obsessed with "Reploid potential" and evolution through sacrifice, while X’s hesitation to use force (to avoid harming hostages) is seen by Sigma as a weakness.
You must clear the game once with X to unlock the movie in the "Options" or "Bonus" menu. MegaMan Maverick Hunter X: The Day of Sigma
This guide provides a comprehensive overview of an original video animation (OVA) included with the PSP remake Mega Man Maverick Hunter X . How to Unlock and Watch The film highlights the philosophical rift between Sigma