Yes there probably some missing, a few one I think (compared to all the roms).
But, to add videos, you need to edit the corresponding gamelist.xml (gamelist_msx.xml maybe in your case) and add the video tag, you can take example on other games with a working video for the syntax.
I guess I should add the image/video tags in the xml files by default (I didn't do so to win some memory, but well on the switch it wouldn't be a problem I guess).
i did take a look at the xml file thinking if it's anything like Retroarch i would be able to do it but it's not.as i soon as i looked at it i closed it if you can do it that's fine if not that's also fine it's only few video clips
by the way i resized the video clips from 36 seconds to 4 seconds,the mega drive down from 8GB to 800MB