When you dial into the conference with our Desktop Client we capture audio from your mic.
If you start playing (lets say YouTube) video on your screen there is nothing going through your mic and this is why your participants can not hear sound from YouTube clip.
Sharing video over screen sharing is not generally good idea as screen sharing is optimized to pass very fine details (like a fine print) while video is all about frame rate and colors.
Possible solution would be to improve the broadcasters so it allows you to upload mp4 files and play them back into the conference. I think we need seriously consider this possibility for the future development.
EDIT: MP4 broadcaster is released. Hope you will like it.