From this video, we see that a few times (e.g. at 10:15 and following) a horseman opts to throw their lance at the enemy as opposed to actually lancing them.
Did this really happen or is this just movie make belief?
It seems counter intuitive to me considering how heavy a lance would appear to be.
From the video link you seem to suggest that you are talking about "lances" in the sense of the Crimean War period. Could you please clarify this is what you mean?
Actual kontos and thrusting spears (such as those used by cataphracti) were fully 3 to 4 meters long and would wholly unsuitable for throwing. They would not have been discarded by the wielder until they splintered or were otherwise ruined.
I'm inclined to call this video storytelling fabrication but I'd like to pin down your timeline before being sure.