DW's a bit funny in this area.
For some reason it validly leaves out the ending </source> tag but at the same time, the Linting "feature" tells you your <video> or <audio> tag is missing the ending </source> tag with a "Must be paired" error.
I think this is a case of left hand not knowing what the right hand is doing. The guys working on DW's code generation got it right, while the guys working on he Linting "feature" stumbled.
You can do one of a couple things...
1. Ignore the red line numbers in the Code View burning a hole in your brain (I couldn't do that)
or
1. Go to Edit > Preferences
2. Choose Linting
3. Choose HTML
4. Hit the Edit & Apply Changes button
5. Change the value for "tag-pair" from "true" to false"
6. Save and close
7. Re-open your file with the <video> and the red beacons of discontent will be gone.
The only issue with doing the above is that other items that do require a tag pair won't light up when they're missing, but the validation tool under File > Validate > Validate Current Document (W3C) or the validator at http://validator.w3.org/nu will catch them. If you validate often (maybe set a keyboard shortcut to the Validate Current Document (W3C) option, it's not much of an issue.