I don't know how old he is, but 3 or 4 might be too young for those things -- I just relied on my own review of the facility and caregivers to make sure my kids were safe at preschool. I think the stranger safety video is definitely about empowering kids to recognize different dangers, and therefore probably wouldn't make much sense to a child age 3 or 4...

I am not sure I'd drop it entirely, I think I'd probably bring it up in terms of how you and your husband will take care of him and make sure he is safe, kind of try to make sure he knows the onus is on the parents and not on him.
I wouldn't have him watch the video again, however.
Kids are resilient and will kind of tune out things that don't fit or things they can't do much about, so hopefully there isn't any major lingering fear for him.