When I started tinkering with ePubs, I used Sigil as well. It took me some time to figure out it does things on its own -- some innocent, such as restructuring your HTML and linked files folders, some harmful, such as *silently* tidying up the HTML. That includes removing all HTML codes it does not recognize, such as the <video> tag you were expecting.
Drop Sigil and use another ePub editor to inspect a brand new exported ePub. Then check if the issue persists.