Most of the time, if someone’s phone is confiscated by any kind of officers/agents, it’s gonna be stored somewhere just so they can have it. Even if they don’t want to release a video, they can still crack your phone and get your data, (considering your phone has to be after the first unlock state to record things on it, it would be trivial to exfiltrate all data on the phone unencrypted) like your messaging history, to later paint you as a terrorist or find some other thing they can use to smear your reputation as a martyr.

They don’t want to release the video because it’d make them look horrible.