TheBrain might be doing something to render a browser page inside the app. I’m not sure if that’s possible in Obsidian, but I can’t imagine how to make it happen if the source app doesn’t actually provide a “real” embed code.
For what it’s worth, that looks like this:
<iframe width="560" height="315" src="https://www.youtube.com/embed/oHg5SJYRHA0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>