Course pages are considered secure pages since they're behind a password. If the browser you're using detects certain types of content on a page that is coming from non-secure channels (such as a video or image hosted elsewhere) it will most likely prevent the content from loading.
Typically, you will experience this with embed codes when a URL within the embed code is not secure (Ex: http://www.youtube.com). Sometimes you may be able to resolve this yourself by adding an "s" at the end of the "http", however this will only work for those sites that offer HTTPS connections.
You can learn more about how your specific browser handles secure pages using these links: