I'm finally about to see the documentary. Its currently on the iPlayer if you've not seen it yet.
http://www.bbc.co.uk/iplayer/episode/b00rkm75/Blur_No_Distance_Left_to_Run/
Edit: Eh? no idea how I managed to embed it here?
Can't cause of some FIFA bollocks.
Thats the official line anyway.
'We would have to re-build the Main Stand in the Car-park' - Theres no way its true though.