Some real stats and experiments. Obviously the ESPN's video is very much simplified but this is supported by more thoroughly researched articles:
Also here's a matrix from International Journal of Performance Analysis in Sport (it's pretty self-explanatory).
Keepers have to move before the goal is kicked, otherwise their only chance is a serious feck up by an attacker (who either completely misses or scruffs a penalty so that the ball flies very, very slowly into a convenient area). This is why those run ups are incredibly effective — more so than any other way to take a penalty. If you're doing it correctly, obviously, and know what you're doing — unlike someone like Zaza who did it only for the memes, apparently.