Using the “native” web UI, I get the same output from lemmy.ca and lemmy.world. It’s not an embedded player, but you do seem to get a preview of the YT video. I do realize that you are probably asking about an IOS / Android app, but I assume that this is up to the app developer. Kind of like for Reddit, some apps would preview more image/GIF boards.
Thanks RamesesKnibs for the heads up on this, it also showed up on Mastodon (@[email protected]):
Mastodon link of the vid