They do that with highly anticipated movies to encourage people to go see it in the theaters. The idea is that the movie-goer will think, "Oh, Captain America will be leaving theaters soon and won't be on DVD for a while, better go see it." At least that is what one of my buddies in the film industry told me.
But to me, this just encourages pirating too, especially if you've seen the movie already. I've seen CA: WS, plan to buy the blu-ray when it was released and would have no qualms pirating the film (a good copy does not exist right now, they've done well keeping it under wraps).