It's not a Tor browser fault, but it's how the data leaks: a side-effect of a very good step in browser evolution called "external container handler". The idea itself is brilliant by design: in your case you don't need to install a thing in your browser, specifically - you just call the helper container with a component to handle the content type your browser can't handle, a video in your case. But - as with most of good ideas - an implementation brings us problems. Yes, the container is created, but by OS, separated from the "calling party"(the browser in this case, it's not just a browsers problem). And it does not give a single concern about the network settings: it can just ask OS to give the system-wide proxy, it can ignore all the settings and just go directly. That's why Tor Browser - and any standalone browser is defenately not the secure way of browsing, you saw the practical illustration yourself. The VM, isolated and routed - is the secure and leak-safe way.
P.S. Don't blame Tor Browser or your OS - they're doing what they are supposed to do by design: your OS is a basic OS, and Tor Browser is just a browser. They can not do beyound the tasks they're designed for. It's your responsibility to use safe setup