Scenario 1 (Job Loss): Joe's employer doesn't offer group (medical) insurance. When Joe quits or is laid off, this does not trigger a Special Open Enrollment (SOE).
Scenario 2 (Job Change): Joe's employer doesn't offer group insurance. Joe quits to go work for another firm which also doesn't offer coverage. Again, no SOE is triggered.
Now, one could also understand the video to mean job changes within the same employer. Same outcome.