I'm trying to explain this in layman's terms.
tv.jw.org is considered a "subdomain."
A Domain Name Server (DNS) is a computer that tells your web browser where to find the information for that URL you typed in.
You can tell the DNS to point people that type in to tv.jw.org to a certain computer (server).
However, if someone types in jw.org/tv, everything contained on jw.org/tv is on the same server as everything else on jw.org.
Video takes up a lot of disk space and bandwidth. They likely needed to have a separate server for the traffic to tv.jw.org which is why it wouldn't be possible to make it jw.org/tv.