This file was encoded as a Quicktime MOV file with the coded PNG+Alpha, which is a standard video codec. It sounds like you do not have the codecs installed and might be trying to play back the video in a window’s native media player.
Please try to download and install the Quicktime player from Apple to have the codecs installed. Similarly, if you open the file in a video editing program, it should play fine. I just tested this file and it’s working perfectly fine for me.