With that being said, I opened Chrome's developer console to see what happened under the hood. The page loads a player.js script file from the vimeo servers, then starts streaming. You might try to contact Vimeo for more help.
After the first reload, the video played each time I refreshed the page, even when clearing the cache. So I couldn't reproduce the issue. However, the cookie banner did not reappear, so that is still in effect. I would start debugging the cookie banner 🙂