Clicking an embedded video here still shows as a view on YouTube. But many content makers would like you to view it on YouTube because it’s then easier to Like, Subscribe, or comment. These 3 things are what helps make a little bit of money and importantly allow the channel to build.
Also, having made a video, if it’s quality content, the maker has some control over where their content is being displayed. For instance: I get a new knife and do a review, I’d be annoyed if the video was borrowed to market further sales by a seller without my permission, and chances are I wouldn’t know it was being used. I’d want people subbing to my channel and viewing my other stuff, hitting Like and leaving comments.