I think the reason is that when you share from youtube, it shares a link, not the actual video file? you might need allow receiving text, check if it is a link, then use something similar to these:
to download it.
I’m not able to test this right now, but I can try later and get back to you then.
*EDIT*
Realizing it now, depending on what you want to do, you might not need to download the video.
Something similar to this:
