I’m having the same problem on an older iPad that I keep in my exercise area and use exclusively for playing Cathe On Demand. When you select a workout and push play, it shows up in a smaller box. What’s worse is that if you click outside that box the window showing the workout vanishes and can’t be found, although it keeps on playing (sound continues). I had to uninstall and reinstall the app to make the video stop.
I have a newer iPad and on this one On Demand seems to work fine, although the sound was gone on some segments (but it might have been a faulty premix—it was the Perfect 30 Upper/Lower/Core/extended stretch premix).
Both iPads are using the same IOS 14, just as Aqua girl reports.