It seems to me that Brightcove is the problem. Different sites use different versions of Brightcove - probably with older versions VDH still worked. With newer versions the merging of audio and video isn't working.
I am using Firefox 71.0 on Windows 10. I am on the latest version of VDH 7.3.7 and Companion app 1.3.0. I even uninstalled both and reinstalled in case I have changed some setting. I also paid and registered my VDH license today.
Here are two links to news sites that either download video only or audio only, depending which download option I choose.
The Brightcove versions are 5.28.1 and 6.37.5 respectively - with both, video and audio are not merged. I can download Youtube videos without a problem, though.