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.
Copy the Video ID from the URL when you are editing the video.
Create a new link like the one below (replace the id with your id from vimeo)
Paste the new URL into the divi editor.