There are usually ways around that. Either dive into the page source and find a link to the MP4 directly, or if they serve an M3U8 file, install FFmpeg and (after some frustration trying to discover/google the command line options you need) feed the URL of the M3U8 to that and it will download the video plus convert it to whatever format and/or dimensions you want. I've not come across many sites on which you can't download at all. There have been one or two on which I couldn't find a way, but >99% will work with one of these methods.
