Any video that has a “download” link will only play them. For instance - my own YouTube videos that I would like to put on my phone, emailed videos, or just recently when someone took a video of me and sent me a dropbox link - I can only play it. It just seems complete nonsense that I’m not allowed to put these on my phone. Clearly apple is never going to get the hint so there needs to be another way.
Also, I’ve used that Documents app but you can only access those files through the app which prevents me from uploading them through other apps - so the only benefit is I can watch them offline.