Use "detail" page -- not a feed
Most video and social media services and have a concept of a feed (or list) and separately there is a "detail" page where only one media item is being shown.
An example of a URL that does work fine:
Downloadable Files
https://rumble.com/v79zl1-cute-baby-animals-videos-compilation-cute-moment-of-the-animals-cutest-anim.html
Rumble videos play from MP4, which is downloadable.