If such materials are well done, they engage students because they are different from the ordinary classroom activities, and they present things visually that go beyond the ability of the local teacher. The sound (audio) usually adds to the video, of course.
Students have a tendency to different learning styles, some are learning with visuals and some are learning with audio. Learning materials also have different characteristics, some are compatible with visual media and some are compatible with audio media.
visual media makes easy for teachers to enhance presentation content by easily integrating a wide range of material into a lesson e.g. a picture from the internet, and teacher annotations on these objects.
Both visual and audio visual media are teaching aids teachers can use in the classroom. And as Khusnul Khotimah says here you may use them according to the aims of your lesson and the different learning styles of your students.