Ah, but there is.

The Second Law is a statistical law, not an absolute law. On long enough timescales, low-probability fluctuations in local entropy will allow for energy transfer. These fluctuations will also allow for the formation of structures. (Boltzmann himself was of the opinion that the low-entropy universe emerged from a higher-entropy background state. And indeed there's nothing in physics to rule out the emergence of Boltzmann Brains and even Boltzmann Galaxies from homogeneous and maximally entropic universes in "heat death." This is a philosophical problem of the highest order, because it implies that we're not necessarily going from "less likely to more likely states" as the video implies, but rather from a relatively deterministic state to a probabilistic state.)

This isn't correct: the entropy (and energy) of the gas cloud goes decreases as it collapses, but the entropy of its surroundings increases faster as it radiates.

The video actually directly addresses the gas cloud question, saying basically that a gas cloud is actually a highly improbable distribution of matter, whereas the eventual planetary system is much more probable. The claim being, that trend towards expected state is entropy increasing.