It was news for me, so I share it. Whenever you embed a video from Vimeo, it comes with a Google analytics code. This might be problematic for privacy rights and may cause legal issues. Yesterday I got the answer from Vimeo of how to disable this feature:
Thanks for reaching out. It is possible to disable Google Analytics and all other tracking associated with our iframe embed code. You can do this by adding ?dnt=1 to the player URL in your embed. Adding this parameter to the URL has the same effect as using the DNT (do not track) HTTP header. For example, the embed code should look like this: <iframe src="https://player.vimeo.com/video/123456?dnt=1" width="640" height="360" frameborder="0" webkitallowfullscreen mozallowfullscreen allowfullscreen></iframe>
Hope this might help anyone else having this question or having been unaware.