Traditional MMS messages have a very small maximum filesize attachment limit, so any video they send would be horribly compressed. Since they're sending the video via iMessage, the video would look fine on other iPhones (because it's Apple's proprietary messaging app), but when sending to Android phones, it gets converted to SMS/MMS, and a large video probably just gets abandoned since it would probably be trying to compress a file that's at least 10-20 MB down to 1 MB or less.
If they want to send you a video, they would either have to upload it somewhere to the cloud and share the link, or use a different messaging platform (like Telegram).