The visual that made it click for me was at 18:54 in the original video[0]. It shows the air hitting the propeller losing kinetic energy which becomes the energy ultimately making the vehicle go.

I also don't know how you can watch the treadmill video and doubt it after seeing it go up the treadmill unless you believed it was a complete hoax.

[0] https://youtu.be/jyQwgBAaBag?t=1134