Thanks for the info 
I understand how it works by looking at the HTML code when I click.
But you may have misunderstood the issue.
The thumbnail is present in both cases.
And in both cases, when we click on the thumbnails, it actually loads the iframe, as expected regarding the lazy loading. But only in the second case, the video plays on a single click, which is the expected behavior.
The behavior of the first case I describe isn’t the expected one, and it’s bad from a user’s experience to click on the “play video” button (which is highlighted on hover) to see a black background, then a loading circle, and then the same thumbnail than before and the video didn’t start.