The person in that video is an amazing player, and playing the leadpipe is harder than the horn.
Playing the mouthpiece is harder than the leadpipe.
Free buzzing is harder than the mouthpiece.
The farther removed we go from playing the horn, which is designed specifically to slot in the harmonics, the harder it is.
But playing the leadpipe and mouthpiece can be helpful. Yesterday, for example, I was experiencing some poor results–having difficulty slotting certain notes, flexibility seemed off, etc. I did some harmonic slurs and bending on the leadpipe, and went back to the horn and sounded and felt great.
But my understanding is that the time we do it should be limited, as it is much more intense for our lips than playing the horn.