I noticed that I am no able to embed this YouTube video using the official YouTube nocookie version:
https://www.youtube-nocookie.com/embed/PzGAGfSObOw?feature=oembed
I am no able to do it using the "embed" block and I'm also not able to embed it using a simple HTML block with an iframe. About the iframe, I see it in the backend but I'm not able to see it on the frontend.
I think that the Blog Diff should allow users to embed this domain. I also think that this should be the default behavior (but this will be another Task I suppose).
If you want to try to work on this, you can start from this post:
https://diff.wikimedia.org/2021/01/01/you-are-invited-to-wikipedias-20th-birthday-party/