Hi Hamayal,
There isn’t an easy way to natively do this in Webflow. In the example you gave, the site is effectively a script-generated hybrid of a single-page site, and subpages. Some of the navigation, like between Home and Mission isn’t actually navigating anywhere, thus the HTML doesn’t have to reload [ and interrupt the video ].
You could probably do something simple in a single-page design on Webflow, but at a minimum, you’d need script to change the URL so that it looks like you’ve navigated to a new page, the same way your example does.