>Now, should I even bother with this interview?
I used to fret over interview styles, then I realized that I was probably not seeing the obvious - if I wasn't willing to do something that wasn't harmful or otherwise advantage taking, did I even want that particular job? The answer, it turned out, was usually "no."
Now, sometimes the answer is no *because* of what the interview process looked like - I recently interviewed for a job I was sure I'd want but they were throwing out red flags like crazy and finally, mid-way through the last coding exercise, I just stopped. I sent a nice e-mail to the HR recruiter explaining that I was no longer interested in the position and left it behind me. It felt pretty great, to be honest, but I certainly wish I had come to that realization sooner.
In short, if something like a video screen/one-way interview is throwing you off the hunt, maybe it's time to consider whether this is even a job you want or a company you want to work for. If it is, I'd say move forward with the interview despite it's being annoying. And if not, well ... don't.