As per discussion over here the video player is not implemented yet. There is a plan to include one in the community toolkit in the future. All the third party packages which have support in Xamarin.Forms are still not ported to Maui. You can try Xamarin.CommunityToolkit.MauiCompat which is a clone of Xamarin Community toolkit adapted to work with Maui.
You can also try Webview or Maui Blazor Webview to play Video in the browser.