Well, it depends. If it's a short video that fits into your available traffic that you can just self-host with a video tag, why shouldn't you take that option? If it would be a huge burden like where you really would have to develop infrastructure despite that not being in your budget nor competence, then of course not.

I already agreed in a comment above that these questions wrongly answered by a pure privacy maximizing position carry a huge danger for the german web.