This is not related to you placing a movie; the same would happen if you place an image, or even an empty rectangle.
Your existing text has a fixed leading, and your default text setting must be set to use Auto leading.
Do you really need to place your movies in-line inside a paragraph? I would think it looks better when you place it in a paragrpah of its own (with the advantage that you can set the leading to Auto for that paragraph only).