There is a right of publicity [1] that tends to come into play if I want to use a photo of you for commercial purposes like advertising. However, if I sell a candid photo of you that I took in public to a newspaper or if it's in a book I sell that's OK. (Assume it's straightforward use and nothing that could be misconstrued or deliberately misrepresents you in some way.)
No idea about this case and IANAL. But it seems in general that I would be able to freely use images on the Internet for training models and for other purposes that don't involve republishing those images.
[1] https://www.nolo.com/legal-encyclopedia/the-right-publicity....
A video is just a sequence of still frames so I don't know why that would be any different.
IANAL. Added: I'm primarily familiar with the US. Your mileage may vary elsewhere.
*subject possibly to what I wrote earlier about misleading or defamatory purposes, e.g. if I use a photo of you to illustrate an article about neo-nazis.
I'd also like to see what would happen if Europeans reported them to their data protection agencies. Nothing will happen to the company, since it's in the US, but it might make the life of the execs hard if they ever wanted to do business in Europe.