In video mode in the DIVI is pretty clever, but requires a special trick to insert videos from Vimeo.
When you need to insert the URL of the Vimeo video, you need to instead of inserting it from Vimeo, simply follow the steps below:
STEP 1: Copy the video id from the URL when you edit the video.
STEP 2 Create a new link as below (replace id with your id from vimeo)
Paste the new URL as below.