Personally, I use the MediaElement control in WPF, which does not support https playback, and Microsoft has no plans to add this functionality (shame on them).
I would use another control, but I have not been able to find a suitable replacement, which made me think that it shouldn’t be very hard for Twitter to disable https forwarding for videos.
Thanks for passing this along. Let’s hope they are able to do this quickly 
What would be the correct channel to make such request, as I agree it is not directly related to the APIs, but I couldn’t find a better place