When MOOCs published via Open edX (such as https://formation.mlalerte.org/) include videos, they are expected to be on Youtube by default. Which is problematic because they include user tracking for advertisement purposes and there is no way to disable that (doublclick to be precise).
The Open edX documentation suggests alternatives. The documentation is very detailed and this solves the problem for videos that are included in a specific course.
However, there does not seem to be any way to specify the video presenting a specific course ( https://www.edx.org/course/talk-to-me-improving-mental-health for instance ) is not on Youtube. The Dates and Details tab only shows a field to enter a Youtube code: