For we are bondmen; yet our God has not forsaken us in our bondage, but has extended mercy and steadfast love to us before the kings of Persia, to give us some reviving to set up the house of our God, to repair its ruins, and to give us a wall [of protection] in Judah and Jerusalem. (Ezra 9:9 AMP)
Even though the children of Israel were slaves to a country, Persia, God is doing something to give them hope and to brighten their hearts in their lives there. When they rebuild the Temple, their God, Jehovah, will dwell in it. That's the whole purpose of the long process of rebuilding is that the God who loves them, who keeps them as the apple of His eye will live near to them.
Then they'll rebuild the wall around Judah and Jerusalem to protect them, keep them safe. Somehow amidst slavery in Persia the children of Israel have found unlikely favor in their eyes to worship their own God and fortify their country. This is rare in captivity mainly because it leaves Persia vulnerable with slaves having a fortified city.
Ezra may have been praying, along with a remnant of the people, for God to restore them to home from this land where they were strangers because of belief. God for some reason chose to answer them in a loving, pure and yet incomplete way. He was coming back to dwell with them for their security, victories and because He loved to be near His own. He's a God of a merciful heart. But maybe the reason it was incomplete freedom was that His word and wisdom were still affecting Persia and His merciful heart was tender towards the Ones who held His Children captive.
The video is a quick example of needing policy for those who live in a foreign land.