If I understood this video correctly, one EXE sample is auto-contained by CF (as expected), but the second is not.
If the second sample (Magic.exe) is properly signed by Microsoft, it should not be auto-contained by CF.
In this video, the Magic file is an outdated (renamed) version of MsMpEng.exe (Microsoft Defender engine more than 8 years old), which is exploited to run ransomware.
In older attacks, the exploitation of MsMpEng LOLBin was related to DLL hijacking.
Currently, this attack should be blocked by Microsoft Defender with the enabled ASR rule "Block use of copied or impersonated system tools".
So both samples can be dismantled for sure by the combined/tweaked protection of MD + CF, even if the exploit would not be blocked by CF and MD.
Post updated.