Opera on linux has not 'matured' as much as Opera on windows. I have had endless issues with Opera on Linux and CNN videos--apparently needs mplayer plugin. This issue has been around since the early days of v9.XX. And yes, Opera does sniff FF plugins but for CNN specifically it fails. if visuals work, then sound fails; or both do not work.
Also look at my postings on the Opera Linux forums.
Watch BBC through Totem in Ubuntu as a work around--this is a built in functionality. All the best.