Apple - Copy issue in apple s Photos app

Actually i had imported data on apple's "photos" app which i have had imported from various devices. This data was in form of images & videos.
I want to transfer this data to my hard drive.
I just simply followed the steps below :
*. Connect my external drive to mac.
*. Open "photos" app on my mac.
*. Copy all items from "Photos" app by pressing Command + A, then Command + C
*. Then inside my external drive paste it by command + P
*. after i coped data the same number of items was there on my hard drive.
*. I format my mac.
*. When i see again in hard drive all images was there, but instead of video only video's thumbnails was there, should be actual videos.
*. I talked apple care regarding this but they have no solid answer why my videos are not coped and pasted using Command + A, Command + C & command + P along with my images.
This is the reason i am doing this complaint.