I don't think it is simply steemit. I have friends that will link videos from facebook on places like Slack and they don't auto embed either. It is more likely a facebook thing than a steemit specific one. However, making sure it embeds all sources like vimeo and such may take extra coding. I don't know it is a guess, but I do know that facebook does this on slack too, because I stopped using facebook long ago so I usually don't view facebook videos due to forcing me to sign into facebook.