Of course you can never be sure. But you cannot be sure about any local player either. Even if it is libre software, it rely on trust. Or you would have to read every piece of software used. In the same way that some software are trustworthy enough to use, some hosts are too.
Sorry if I sound aggressive, I just try to be short <3 !
It’s not the same, any open source app can easily be checked if the build code matches with the official build, official build normally has a public log about the compilation (normally a branch/commit from git source).
Websites is harder to know if it was modified and what they do with the data collected on their database, what they do with each request as they can do a patch before deployment to change stuff from the backend.
You can type on your terminal
torsocks mpv https://yewtu.be/watch\?v\=F-POY4Q0QSIand you can skip frontenders and still using Tor.