They use some sort of proprietary streaming .hls that for some reason doesn't support third-party browsers (DRM?) and Microsoft supports it but only wants it to be available in their Edge browser.
But yeah, browser support is very poor – I had to use a Flash fallback for browsers that didn't support it (which was basically everything but Safari at the time... looks like that sadly still hasn't changed).
At the time it was the best thing for the job, but I haven't done anything with video lately. What would be the best tool for the job these days? Regarding browsers support, etc.