I get that. I can't take credit for the description or the procedure though. It was here well before I was.
The short and sweet is...because embedding video code isn't a copy/paste type of procedure. Linking an img that is just a picture is one thing (the forum can read and interpret the code without direction), but you are talking about posting a video that needs to play without some sort of native player already in the forum code. You have to bring the player from an outside source (eg: youtube) and tell the forum how to run it.
I don't know how to put it in relating terms. My communication skills don't normally translate geek into automotive language, even though I am fluent in both.