Actually, this is not guaranteed to be the case. Depending on when the video was uploaded/streaming on Vimeo, there is a chance that it will no longer play through AllVideo.
It seems to happen with Privacy-protected videos that use the selected Domain options.
A colleague has been suffering with this problem on his site, and he discovered that the "Sorry This Video Does Not Exist" issue occurred only for newer videos (the videos added to Vimeo in the past few weeks). The settings these videos have is exactly the same as previous videos that DO work, yet these newer ones do not.
The video can be made playable when its setting is changed to "Hide from Vimeo" - however, in the case of Guru users, this is probably not ideal in many cases.
According to a discussion on Reddit:
"All newly uploaded videos need to follow the new format which has the code "?h=VideoSecretKey" added to the end of the url. Old videos will still work on the old embedded format, but all new videos must have this extra tag at the end of them."
This is vaguely confirmed in Vimeo's Help: https://vimeo.zendesk.com/hc/en-us/articles/4409305565069-Embedded-player-displays-This-video-does-not-exist-message
However, this would not help in such as case where you are using a software interface that simply asks for a link (like Guru's does, and thus Allvideo by extension)
Not sure if any of this helps, but Private Vimeo videos ARE causing an issue of this kind, but it seems more likely to be something with Allvideo than Guru exclusively.