why do some video's on facebook have the arrow you click on to run the video while others don't?

I got a facebook page so I could see stuff posted on facebook and only have a few friends.  I've posted a few videos from YouTube by clicking on the share thing.  Then a picture shows up on my page but you have to click on the picture to run the video.  Some of my friends aren't aware of that being necessary.  I'd like to be able to post a YouTube video with the arrow button.