not a great user experience
That is simply not true.
If the owner of a YouTube video has configured the video to be embeddable, there is no difference whatsoever in the user experience. No new window opens and the video plays directly in the feed on Facebook.
The only time a new window is opened is when an API call fails to correctly embed the video and its metadata or when the owner of the video has turned off the embedding functionality of that video, which Facebook has absolutely no say over. Facebook does not get to decide how someone else’s property is distributed.
It is my understanding that the primary reason Facebook doesn’t want embedded YouTube videos in feeds is because of the pre-roll ads that might show up when the video is played. Facebook does not get to decide whether those ads are attached to a video or not. And that is a completely valid concern; I wouldn’t want someone else’s ad network exploiting my traffic either. But by protecting itself the way that it has, Facebook has shifted that exploitation on to the content owner.
The best user experience is based upon authenticity 100% of the time. Content is not King. Authenticity is King.
Anything less than 100% authenticity is a weed and weeds can very easily and very quickly monopolize your garden.
You’ve got to pull all of them by the root, or your garden of weeds will become too big not to fail. See MySpace.