AFAIK it's not illegal.

If you believe a bicycle helmet will help you in the event of a crash (which can be debated), there's a possibility that anything on a helmet could hurt you. For instance, my light mount could reduce a light mount shaped dent in my skull; or a wire-mounted mirror might lead to the wire piercing the wearer's head. In either event, you'd have to hit your head just right (or just wrong).

I suspect the maker of your video is engaging in amateur CYA lawyering. But I'm not going to tell you to attach anything to the outside of your helmet, either!