Follow along with the video below to see how to install our site as a web app on your home screen.
Note: This feature may not be available in some browsers.
Maybe a change made by FB, presumably for copyright reasons?
Are you using the chrome browser on Facebook? If so, then chrome may have removed the option in the latest update
Is this happening with multiple, different videos (indicating an issue mentioned in the previous comments) or just a particular one? A FB user can set a video they themselves post to be 'non-downloadable' so the result being you won't have that capability for that specific video.