For a while now all video threads are basically just opening a screenshot of the video when you expand them instead of opening the video itself. I noticed this both for YouTube and Catbox hosted videos and you now have to first open the thread itself, and then click on the actual link of the title to open the actual page where it is hosted to play the video. Previously you could just watch them from within your feed without leaving it.
I think the only exception I've seen for this are redgifs that sometimes pop up from the few lemmynsfw places that do manage to federate with kbin / mbin, but those also have issues like rendering behind the posts below them.
I also noticed that video playback does continue when you close the embedded container, so you always have to pause them manually (which is ironically not supported by redgifs player).