You can play the following types of multimedia in PDFs created using Adobe Acrobat or Adobe Acrobat Reader or earlier:
Videos Includes MOV, M4V, 3GP, and 3G2 video files that use H.264 compression. It also includes MP3, and MP4 files. You must have H.264 codecs installed on your computer to play files that use H.264 compression.
The video you have embedded into the PDF file, make sure you have it in supporting format.
Check the following preferences under Acrobat>Edit>Preferences>Multimedia (legacy)>Preferred Media player.