Even movies that win Oscars don't make a lot of money. It's a genre that seems to be out of favor with the American public. Your subject, your timeliness, are important, and hopefully a good movie is still a good movie, and will ultimately rise. Sundance is very important for docs. It's one of the few festivals where there's an out and out competition.
People really pay attention to docs there.
That festival was really important to Arthur Dong and his Coming Out Under Fire , for example. And I also free-lanced for some other magazines. I was a journalist. Go to as many festivals as you can and use your short to get an agent. And there is no theatrical market for them.