Not sure where the bug(or feature) is from your description. It could be your browser, the sublime video player, or something OS specific. If it really bothers you right now, you can just look at the page source and download the mp4 file directly, to play in perhaps another tool.

Your browser probably has some native plugin to play the video, so you can try watching the mp4 directly in that, which might identify if the full screen issue is the browser or the sublime video player part.

FWIW, it works sensibly on windows. It seems strange that Macs have such a problem with multiple monitors. My colleagues are always wasting 10-15min of every meeting trying to figure out how to attach the projector, or use the screen sharing tools(adobe connect) to share the right monitor.