If not, why not?
Video is a great vector for distributing malware, especially sought-after grey area content like porn, conflict videos, celebrity leaks, pirated films, etc. Not enough people pay attention to the impact of video as a vector for compromise. All downloaded video should be sandboxed!
I don’t know if there is data on exploits due to downloaded media but it would be an easy way to exploit specific target populations (find a video of interest to them and “leak” it somewhere).
What are you doing on your computer where it is really a threat to you? I'm curious as to your specific use case :)
...when was the last documented case of an in-the-wild hack targeting VNC?
Everyone goes to the extremes when it comes to these theories and throws out all aspects of pragmatism.