You are able to share Vidyard videos to your Facebook feed. If you decide to not use the Sharing button on the Vidyard player, you can also copy the URL of the sharing page and paste it into the Facebook "Write a post" box to do so.
When you paste the sharing page URL into Facebook, the thumbnail image shows a Vidyard 404 error message and not the player splashscreen.
You're attempting to share an http version of the sharing page, which is not secure.
Change "http" to "https" within the "Write a post" textbox in Facebook, then reattempt the post. The player splashscreen and its metadata should now appear in the window.