Welcome to the Facebook, the worse thing to ever happen to this world.
Facebook typically doesn't let you embed videos like YouTube. In addition, if you try to share a video that has private permission settings (i.e. if it was shared in a private group), it won't show up.
That error you're seeing isn't due to this forum, it's due to Facebook not allowing the video to be embedded.
One more reason I HATE Facebook. HATE, HATE, HATE, HATE Facebook.
Did I mention how much I HATE Facebook? Oh, and that douchbag Zuckerberg too.