The video module in DIVI is pretty slick but requires a special trick to insert videos from Vimeo.
When you go to insert the URL of the Vimeo video, instead of inserting the one from Vimeo, follow the steps below.
STEP 1
Copy the Video ID from the URL when you are editing the video.
STEP 2
Create a new link like the one below (replace the id with your id from vimeo)
https://player.vimeo.com/video/422395256
STEP 3
Paste the new URL into the divi editor.
MYSTERY SOLVED!