IE9 (32-bit) on Vista SP2 Home Premium 32-bit here
The youtube.com/html5 test is correct when it comes to IE9 on Vista (no VP8 support here):
IE9 has no support for MSE; after Google ceased supporting Adobe Flash Player (all 3 variants of it, i.e. activeX, NPAPI, PPAPI) on youtube, the only thing left for IE9 to handle was progressive download of mp4 files (encoded in h264/aac) over HTML5, and I recollect the limitation of not being able to go Fullscreen on the embedded player (a message about unsupported browser was displayed ) ...
It was at the start of summer that I accidentally noticed yt was unplayable on IE9, as I'm hardly using IE9 for anything this day and age... I did not lament the loss of yt on IE9, in any case it had been an unsupported browser many moons ago already...
But it was this thread that made me want to investigate things... So:
Well, youtube claim they don't officially support any IE version anymore, yet tests show that IE10/IE11 still work, while (obviously) previous versions don't...
Loading Introducing iPhone XS, iPhone XS Max, and iPhone XR in IE9 (after you declined to upgrade your browser, that is...), you get the empty embedded player, as per OP:
For troubleshooting, open IE9's developer tools (F12) and load (browser) Console; refresh youtube page:
To load their embedded player, yt use, among other things, a JS script named base.js; URI for my locale is:
https://www.youtube.com/yts/jsbin/player-vflkUTZn2/el_GR/base.js
That script uses in 19 instances the
window.matchMedia
code snippet; a Google search on matchMedia yields the following two results (among others):
https://developer.mozilla.org/en-US/docs/Web/API/Window/matchMedia#Browser_compatibility
https://caniuse.com/#feat=matchmedia
where one can see that the needed API was introduced only in IE10+, i.e. IE9 does not understand window.matchMedia and chokes, failing to load the HTML5 youtube player:
Mozilla Firefox, OTOH, supports the function from an early version 6 - and Chrome from version 9...
Not strange anymore, is it?