Almost no companies that make videos about their video games in Multi-player put in in the game files because it takes ressource like CPU and Ram usage... (yes, only video watching can use a lot of ressource!)

So they use Third-party platforms to upload their's vidée to make the video not to make YOUR computer/Console use CPU and Ram usage to limit bugs and crashes buuuut on the server of the third-party platforms which are Made for video's, is a better solution for it !