Hi Djamileh,
You might have seen in the community that we embed our tutorial videos from YouTube. We do this for two main reasons reasons:
Closed captions - Youtube has a really easy way to add closed captions and can even auto sync the captions if you upload the transctipt.
Analytics - Youtube videos give you some in depth analytics that let you report on things like watch time, video retention, traffic source, and even what devices people watch the video on. Analytics also let you easily compare the performance of two videos.
Adding videos externally also helps reduce the load on the server, and if privacy is an issue then you can always add the videos as private or unlisted.
Our help docs team will look to add some more guidance around uploading videos to Totara in the help docs, we'll let you know once we add this.