Unfortunately, Vimeo's HTML5 embed doesn't give you an API that you can use to close the video from JS, which is why we're using their older Flash embed. I'd love to make the switch once they change that, though.
No we haven't, and that's something for us to keep in mind if we think about switching, but for the time being all our stuff's in Vimeo and I don't think we have any plans to move it.
EDIT: Actually, on thinking on it for another minute, I suppose it'd be pretty easy to do detection to support people who don't have Flash installed. Thanks for the suggestion--I'll put that in our queue.