But he also starts the video saying this is at a basic to intermediate level. Plus, picking things from the tool bar rather than just using keystrokes is a little more video-friendly.
This is getting into tea leaves reading, but i am fairly certain that he isn't aware of or simply never uses a shortcut for it and clicks through the cumbersome dropdown every time. My evidence being that he's happy to show off multiple access modes for "fill down", but does not do that for "fill by values". Possibly he might also be aware of the keyboard chain to reach it, but doesn't mention it because it's fairly cumbersome itself too.