The problem with iOS for these solutions is that iOS is a designed experience and you're always swimming upstream when you deviate from the path.

The Microsoft stuff tries to live in both worlds, but the ecosystem around the "modern" side is weak.

Everyone is struggling with this stuff, as witnessed by the schitzoid steps to evolve MacOS and Windows.

“Apple’s Files app solves mostly solves that for me.“

It’s better but it’s still riddled with arbitrary restrictions. For example when I want to watch a MKV video in iCloud I have to copy the file from iCloud to the folder of the player, then delete. Can’t open iCloud files directly with the player and can’t move either.

On the bright side I am confident by 2025 in iOS we will have the same functionality we had already thirty years ago... with the exception that every piece of software will be charged with the 30% Apple tax.

Using infuse (a video player app) I can open files from icloud directly.

Wow, that's a $60 app (or $10 per year). I wonder how much of the code for that is actually open source.

It's a quality app and there's also a free version that might be enough for OP if his codecs are supported.

The free version I think will suit most people. It's what I use.

How?

Settings->Add files->via documents

That open the icloud browser (wierd name)

It works but it’s quite clunky. Either you have to copy over when you play directly the video it’s not in the library. Definitely not very intuitive or simple.