Why does Calc not save media files after save?

I insert a media file (*.mp4) into a cell and save the file. Then I close the file and re-open it and the media file is gone. Why is it doing this? I know I have heard of this happening for several years now, but I thought you would have fixed it by now.

Could not reproduce this behaviour on LibreOffice Version: Build ID: 1:5.1.6~rc2-0ubuntu1~xenial2.

I am working with version 5-2-7-2 Build ID: 2b7f1e640c46ceb28adf43ee075a6e8b8439ed10
CPU Threads: 8; OS Version: Windows 7; UI Render: default;
Locale: en-US (en_US); Calc: group. I have seen others before who had the same problem.