Aha - fullscreen mode works fine in the published app, but not when you run the app from the development environment. This is also the case with the built-in YouTubeVideo component, although the YouTube video handles it by saying ‘Full screen is unavailable’.
So, not a platform issue, just an artifact of running an embedded video inside an app inside an IDE! Are you OK testing full-screen mode in the published version of the app, or do you need it in the IDE?
(Just to check, does full-screen work for you when you view the app via the published link? https://PZV7BGFLPI7JXSBX.anvil.app/RG5B5IA2FUJBBEZ74SYJPSWR )