There are two main issues here - the mix that you're listening to, and the fact that the quality of the audio stream might have an audible effect on what you hear.
Firstly, considering the mix you're hearing,
So my question is it the same audio in mp3 and in video clip or it the same but mixied differently, etc.
Sometimes it might be the same, sometimes it might be different, depending on the choice of the artists and producers.
Audio in video sounds more more spacious.
Videos often come with 5.1 surround sound audio mixes - and some computers have various tricks to try to simulate surround sound even with only stereo speakers. Might this be the spaciousness you hear?
Secondly, considering the quality of the audio stream - when you watch a video with a soundtrack, you're listening to an audio stream that is conceptually similar to listening to an mp3 or other audio file on its own. There are various things that affect the audio quality - the type of compression (and amount of compression), the bit rate, bit depth, and so on.
There's no hard and fast rule as to whether a standalone audio file, or the soundtrack to a video, would have better quality. But it is possible that the extra spaciousness you hear in this example might just be due to a better audio stream with more high frequencies present, or less distortion.