Official comment
Private video playing is not planned right now, primarily because it is nearly impossible to make a video completely immune from a screen capture program. You can integrate Vimeo or Wistia hosted videos that will restrict the website a video will be allowed to play on, or password protect it, but anyone with a screen capture program can simply play the video with the screen capture going, save it as their own, and share it.
I don't think any of our competitors have a better solution.
You can set your videos to play in a membership site (either WordPress or Ontraport Membership sites), or protected by the Display Options on a landing page, so people have to be logged in or otherwise cookied in order to view them. Can they steal it?