I can speak for Pico 4, you do not need a PC to play 8K videos. You can store the video files on your device or on your PC/network-attached-storage and stream it locally via WiFi.
You can also stream it from websites but I prefer local files for highest quality / instant skipping forward.
I'm pretty certain passthrough is also done 100% on the device as well, so no need a PC there either.
If you are talking about heresphere, it's not out for Pico 4 yet.. People can still use DeoVR but I just use the default video player app although never tried passthrough in videos.