Seems that you have to wait at least 1.9 seconds before playing one video after another has finished.

To reproduce:
1. build & run on iOS device;
2. press the play and wait;
3. the first movie takes about 20s;
4. when the first movie finishes, it will return to unity and then the second movie will start automatically, but in a large possibility (almost always), it will return to unity immediately.

Reproduced on 4.6.3p3 and 5.0.0p1 using iPhone5 (7.1)