could not able to change upload destination to azure blob storage for other media type like video

Any update on this issue?

I noticed that this is not an issue related to this module, it's a core issue for other fields than images.
A quick way to resolve this issue is the one that gilbertdelyon → suggests in https://www.drupal.org/project/drupal/issues/3419855 💬 Cannot select private/public files storage (while connected as admin) Closed: duplicate

I manually modified the uri_scheme of my field.storage.media.field_media_video_file.yml config and added azblob instead of public and imported the configuration, that should do the trick for other media types.