Hi, Björn,
If you attach a video to a page, it will be downloadable to anyone with view permissions.
If you want someone not to be able to download a video, then it has to be hosted on an external source, such as in YouTube - this way, you'll be able only to watch it, as the video will not be hosted in Confluence.
We do have a feature request to Set permissions for Attachment downloading.
You may also embed using the Widget Connector Macro.
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