This is a bit different than you taking a video produced by the Church and uploading it to your YouTube account. The Church has allowed you to embed these videos on other sites. If they didn't want you to do this, they would turn that feature off. I'm not sure why you had people telling you not to copy the hymns. Right on the website it says that's fine.
Copyright Guidelines
Music in Church publications such as Hymns and the Children's Songbook may be copied for noncommercial Church or home use if it (1) bears a copyright notice indicating that it is owned by the Church or Intellectual Reserve, Inc. (IRI) or (2) includes instructions that allow such duplication. Each copy should include any existing copyright notice.