Security Journey hosts all our video content on Vimeo.
It is possible that the video is being blocked by internal network protocols. We have seen this with some of our customers depending on their location. If your company blocks Vimeo, it will not play.
Check with your Network admin if Vimeo is blocked by your company, country or browser.
Check if you are on a VPN:
If yes, turn it off and test
If it works, this could be a strict proxy setting and require safelisting Vimeo so that they will play without issue
If you are not on VPN, sign into your company VPN