That's not entirely Kobo's fault. If you use Pocket on the web or on a smartphone/tablet, you may have noticed that some pages you saved don't have an article view (where it's only the text content with formatting stripped out), which is what the Kobo implementation of Pocket pulls down. If you look at web browsers on any EPD device (Kobo, Kindle, etc.), if you had the whole web page rendered (what the Pocket apps usually refer to as web view), it would be an absolutely painful experience to navigate around, not to mention taxing on battery life. This, I presume, is why only content Pocket marks as having an article view is downloaded.

As already pointed out, videos are horrendous on EPD devices. Images... well, images are supported on Kobos, so they could've made an exception there.

But I completely understand the device not pulling down regular links and videos.