The Embeded Video is likely stored on a different site. (Look at the Code on
each page)

HTTrack is just converting the links to it, so that it points correctly and
the Video hosting site is check and seeing that the page isn't from the
correct site.

Streaming video is a different ball-o-wax that webpages. You need to find out
what format its in, and use the appropriate downloader. I say downloader, but
they are really a stream recorder. 

Most of the time the video streams are Flash-Video, Youtube-hosted  or HTML-5 
and each require different methods