There currently is no functionality in MATLAB for the creation of rosbag files. However, you could load the messages from your MAT file into MATLAB, and publish them on a ROS network with a rospublisher. Then you could use a non-MATLAB ROS node to subscribe to the messages, and create a rosbag there. You could even do it with the Linux VM that we provide for your convenience.
If you would like to get the frames from a video (AVI) file, and save those to a MAT file, you can easily do that without ROS at all. See this example for reading all the frames, then simply save the variable with the data to a MAT file.