<p>Embedded videos are essentially pretty-looking links, hence susceptible to link rot and <a href="http://meta.stackexchange.com/questions/8231/are-answers-that-just-contain-links-elsewhere-really-good-answers">we don't want that</a>.</p>

<p>Images are protected from link rot by StackExchange sites, as a separate copy is always uploaded to their own server, <a href="http://meta.stackexchange.com/questions/90342/any-details-about-stack-imgur-com">in partnership with imgur</a>. The same tactic is currently unfeasible for videos, which are often huge in comparison.</p>