Embedded video files from a SharePoint to Rise doesn't work for users

It appears to be a permissions issue where the user either doesn't have access to the embedded content or they do but they're not signed into the account hosting the content. 

You could start here to figure out the process to make the video public.

https://techcommunity.microsoft.com/t5/microsoft-stream-on-sharepoint/embed-sharepoint-video-on-external-sites/m-p/3660697