Hello GK, It is likely the issue you are getting is related to the encoder used to create the video. When you are exporting the video files, next to the File format you may want to click on Default quality/File size, change the video compressor to MPEG4 and then click on OK to save the changes and on Create to export the video.
Once that is done, you may test the videos again and make sure to use different media players to test the videos.