YouTube thumbnails are embedded on help page (performance, low bandwidth, GDPR compliance)

Workaround:

set "Video display" to "hidden" in "Advanced" sub tab under "Configuration" tab (admin/structure/webform/config/advanced). Now the lines "This screencast..." without the "Watch video" button below don't make any sense anymore, but at least the third party content is gone.

Setting "Video display" to "link" still loads all YT thumbnails and the "Watch video" button is a link now, that opens the YT video on the same page.

To make sure, that nobody enables it again in the future, a config override in settings.php helps:

$config['webform.settings'] = [
  'ui' => [
    // prevent loading YT thumbs on help tab
    'video_display' => 'hidden',
  ],
];

Hiding the video display is the best approach for GDPR compliance.

Privacy invasive settings should be opt-in instead of opt-out.

And as mentioned above, the help text makes no sense anymore.