Bearing in mind that my Ops were in Oz, and the OP references a clip from the USA, any low level or city work we would have a sterile area suitable for either an engine off (if single engine helicopter) or a load jettison if twin engine. Road closure usually sufficed, at the client’s expense of course.
Film work included 50ft high run down LaTrobe Street, Melbourne, chasing a Ferrari: total road closure. US sleeping tablet advert tracking in at dusk to a high rise apartment, very similar to the OP query, used a twin with SE capability.
Lifting the capping spire to a Melbourne cathedral, complete street closure as an ‘expert’ from Roads decreed we couldn’t pick up from an adjacent car park but had to pick up from St Kilda Road and fly across the river to the Cathedral, multiple road closures for that one!
CASA approval was generally covered under a blanket dispensation which covered filming, photography and sling loads, but some required further dispo’s such as Bungee Jumping, but that wasn’t over a built up area 🙊😇. Ops Manual supplements were required for the dispensation, obviously.
I can only surmise the OP example should have incurred similar street closures below, which obviously would be out of sight in the vision we see.