It sounds like their lawyers have done the appropriate counter-challenge with YouTube, so the video will go back up unless Bloomberg sues them in the next so many days. And this is Gamers Nexus, so I presume they will fight to keep it as is on principle.
Personally, I found the length of the quotes from politicians kind of tedious, but I sure wouldn’t want them to capitulate to Bloomberg after this.
But yes, once they reedit and republish themselves (or manage some sort of appeal and republish as-is) then of course linking to that (and a smaller cut of the parts they've had to change because Bloomberg were litigious arseholes, if only to highlight that their copyright claim here is somewhat ridiculous) would be much better.