I don't even see the video or an "X" on both MUI IE and desktop IE on my SP3, I just see a blank space.
But when I copy and paste the url into Firefox the video plays fine, even full screen at 720p.
So I don't consider that a Surface problem but probably some setting in IE trying to keep me safe from malware or something. Can you load the url into Firefox on an iPad? Can you have Firefox and IE running side-by-side or drag their windows around while you got 6 other app windows open on the desk top on an iPad. I think not.
The Surface is a computer, the Surface Pro is a full PC. The iPad is just an iPhone with a big screen and no phone.