do you have the mp4 files in the game's movies folder?
Yes, 561 of them (roughly 850 MB).
I also tried to modify the index.html and add the movie manually:
<video><source src="movies/maryhj1.mp4"></video>
I wanted to see if it would work if loaded directly or if there is an error in the NIJI video player, but it had the same effect. The movies are all loaded with status 200 and 0 bytes from the embedded webserver. They do not show up.
Edit: If I remove the movie or load an non-existing one I get a 404 instead. So the movies are found.