Try creating a new user account on the computer and test IE video functionality with that login.
If you get the same issue with a new login, run your Microsoft updates.
If you are able to view the videos with the new user account, then you probably have some 3rd party plugin or adblock software preventing the videos from loading in your original login account. If that is the case, boot into safe mode and try with your original login account. If it works in safe mode, you might have to cherry-pick all your 3rd party IE applications to figure out what you need to uninstall.