In reply to Franco Heldt.

Those embeds are still part of WordPress itself today, alongside many other embed providers. You can find the full list here.

If you would like to use one of those embed options on your own site (whether they’re provided by WordPress itself or by a plugin like Jetpack), but you would prefer for your site visitors to have to give their consent before the embed content is loaded, you will need to use a plugin.

While I do not have personal experience with it, I’ve read good reviews about this plugin to manage such restrictions on your site.