Fame in 1980 was the first movie to have two nominees. I don't think the stage musical contains both songs, though. Beauty and the Beast was the first to have three, and all three are in the stage version.
Looking back at Cabaret's Oscar nominations, it won the Oscar for Best Score Adaptation (which went to Ralph Burns, not to Kander and Ebb, who are Oscar-less). So the music branch of the Academy, which decides the nominees for Song and Score, clearly liked the film, which makes the lack of nominations for Mein Herr or Money, Money even stranger.