How to play movies stored in iCloud Drive in the browser?

I recently moved several movies (.mkv files) from my laptop to iCloud Drive. To test whether they were uploaded correctly, I tried to "play" one of these movies in the browser, but I only get a download pop-up. Why can't I play movies directly in the browser? This feature works in Dropbox, One Drive, and Google Drive.

There's also no feature to display the file size, how much of the file was uploaded, how much is remaining, etc.

Not to mention that I spent hours creating individual subfolders in the browser manually because Apple doesn't let you upload folders directly via the browser. What year is this? 1918?