I shoot a S&W 986 in 9mm and have put about 800 rounds through it to date. I have never had any 9mm case separate, even with crappy aluminum case. I am pretty sure you do not need to worry about this at all. The recoil on 9mm is not strong enough (I'm pretty sure) to do this with any regularity. I am sure other 9mm revolver shooters can chime in as well.
The video seems a little suspect as when he removes the moon clip from the revolver, all 5 rounds have been fired. So, I am not sure he is demonstrating this. If so, I wouldn't be worried about it.
With Federal Gold Match? That seems especially strange (not that it couldn't happen), because I've fired about 200 rounds of AL-case Federal which is probably much worse quality-control wise and has an inherently weaker case. I think people like to bash 9mm out of revolvers, and oddly moon clips. Some people on TFL have even claimed such weird things as moon clips being slower to reload or "weak" somehow as if that is a point of failure. I've experienced MANY failures with my 986, but none of them were inherent to the moon clips or 9mm (screws backing out... see multiple threads posted by me regarding this).
