Why Instagram Embedded video shows "Play on Instagram" in my webpage?

I have a website in which I am trying to show Instagram reels. For this I am using 'Embed' option of Instagram. I am copying the embed code from Instagram and pasting in my html.

In my website some Instagram Videos play within web page. See screenshot below.

We can see play option is there. And when I click on play button, video starts playing.

But some videos do not play in web page and show option "Watch on Instagram". See below screenshot

When I click on play button, Instagram website gets open and videos play there.

What I want ? I want to play the videos within my web page and not on Instagram.

I tried to find the solution on Google. I tried different options but could not get a solution.

As far as I can deduce (after trying to debug this problem myself on my website) is that Instagram does not allow videos with copyrighted music to be played on other websites.

i.e. Video A has no copyright music. I embed it on my site, click play, video starts fine, user stays on my site.

Video B has copyright music (say Jay Z). I embed it on my site, and it's greyed out, just like you show above, user gets thrown to Intagram if they want to watch it.