@gianclgar this is highly dependent on each project. I think you're pretty much asking for Mastodon to embed the video as seen on the remote server instead of fetching it.
Maybe even add some indication about which kind of service the post is coming from (something that indicates “this is a mastodon post” in a clean way)
This thing already happens in Friendica btw. Here's a screenshot of your comment from here. You can see a Mastodon icon to the right of your comment: