You have to understand that English is not nun Xenia's first language.  I don't think she meant it was impressive in the positive sense that many would understand it.
  
nun Xenia, sometimes if a person wishes to express their approval of something or even some person, they may say, "Very impressive!" or "I'm very impressed!"  It is meant to convey a sense of awe or admiration about something.  One can be impressed by just about anything.  It typically has a positive connotation when used with the adverb "very" (i.e. "very impressed").  However, it is possible to say that someone or something left a "very bad impression" on me.  But when you just say that you are "very impressed," this comes across as expressing approval.
I think all nun Xenia meant to say was that this video made a strong impression on her.  A strong impression can be good or bad; favorable or unfavorable.