When I listen to music, my mind makes its own images, crafts stories based on what it hears. Sometimes they are very clear, and other times they are mostly feelings. But when I watch a music video, it completely shatters whatever I had crafted from only listening to the music itself before.
Aside from the fact that most music videos are stupid as hell to me, they are different from my thoughts (which is jarring enough as is). There is something official to a music video; it seems like this is what was intended to be the visual to accompany the song. But in reality, it is just some person's vision (and probably some corporate meddling).
Unsurprisingly, I find movies ruin the original story, too (whether it be prose, graphic novel, etc.), for all the same reasons. In theory, a movie adaptation of a story can be good. But no matter how good it may be on its own merits, it cannot be the same as the original work. It is a person's vision (again with corporate meddling), and if that person isn't you, then they are probably going to ruin the story to you.