I wish the documentary had actually answered the question – why? Here it is:
Yugoslavia was bombed because it was socialist, or at least still socialist enough to refuse to open the country up to unbridled foreign investment and privatization. The government in Serbia, at least, did not want to join the new world order of allowing its citizens’ labor or their natural resources to be exploited by the US and EU bourgeoisie through their transnational corporations.
Once the USSR could no longer stand in their way, the capitalists continued their war on the international proletariat and quest for world domination.