Science Fiction Short Story - Trader tries to sell movies to aliens, but learns that they find preachers more entertaining

I am looking for a science fiction short story that I read perhaps 20 years ago or so, probably part of a much older anthology. I thought it might be by Isaac Asimov and have searched through his works but haven't been able to find anything. The story is about a space trader who is traveling to visit a planet of aliens (I think with tentacles), wanting to sell them videos/movies. He also has a passenger, a religious preacher who wants to proselytize the aliens. The aliens do not like the videos because, being emotionally empathic, they get no readings from the recorded actors. But they do like the preacher because he believes wholeheartedly in irrational nonsense, which they find highly entertaining. Subsequently, they would like more preachers. Any help in identifying this story would be appreciated.