I think this is a deliberate decision, although I'm not sure why.
You can download the videos if you're savvy enough to open the dev tools, delete the transparent div, and find the element with the video (which may not be a URL but one of those weird blob: ones). Simples.
You can download the videos if you're savvy enough to open the dev tools, delete the transparent div, and find the element with the video (which may not be a URL but one of those weird blob: ones). Simples.