Fixed backgrounds are disabled for mobile devices (they decimate scrolling performance), which is why this isn’t working on mobile. We recommend that you don’t use parallax on mobile for this reason, but if you want to you can use this workaround:
Create a new section for mobile where the box with the background image is wrapped in a section block.
Give the box with the background image these styles in the styles tab:
position: fixed;
z-index: -1;
top: 0;
width: 100%;
height: 100%;
Giving the box with the background image position fixed will make it always stay in the same place, even if the page is scrolled. The negative z-index value will make the image sit behind the rest of your page content, so it appears to only scroll in its parent container. Here is a fiddle example.
The example you shared has a div with height: 100vh and position: sticky that wraps the video, which is wrapped in a section that has position: absolute. I created an example of this in Builder here. Let me know if you have any additional questions!