Thank you for sharing your feedback. Unfortunately, that functionality isn't yet supported in Adobe XD but Yes definitely, videos would be the coming trend. I hope you have already upvoted the feature request mentioned above. If not, I would suggest you upvote this feature request here: Import Videos & Animated GIFs to show in interactive preview – Adobe XD Feedback : Feature Requests ... .The status of the feature request is changed to Feature started so definitely the team is working on it. You may see the improvements in the future releases of XD.
Please let us know if you need more assistance on this. We'd be happy to help.