There's a lot of slightly different methods here to fix the FMVs, here's the 'cleanest' way to do it on Steam Deck without disabling read-only file system or other things which could break your system.

1. Switch to desktop mode, if you installed to an SD card skip to step 3

2. in Steam Right-click the game and click properties, Click Local Files, Click Browse

At the top of the window click just to the right of the words "Darksiders Warmastered Edition" (not the window title that says Dolpin, the line below Highlight the path and copy it (mine is /run/media/mmcblk0p1/steamapps/common/Darksiders Warmastered Edition/ and yours will be too if you installed to an SD card)

3. Open a Konsole (search for it in the "Start menu" aka application launcher)

Enter these commands (note the first command will differ if you didn't install on SD card, substitute with the path from step 2):

cd /run/media/mmcblk0p1/steamapps/common/Darksiders Warmastered Edition/

wget https://lutris.net/files/tools/dll/mfplat/x32/mfplat.dll

4. Next in discover download ProtonUp-Qt if you don't have it installed already Run it and download Proton-5.11-GE-3-MF by clicking the 'add version' button.

Go into steam and right click the game and set the compatability to this Proton version. If it doesn't appear on the list close and re-open Steam.