As administrator you are typing html code into the html tab of the editor. As user you are typing code script into a textbox control which is then proofed by dnn to remove the ability to inject script into your page.

yes the code required to embed video is script.

But you can as administrator put script in the footer of your module. Because the footer cannot be edited by the normal user interface, but only by a super user, it is quite safe for dnn to allow script in this region.