This comparison is a bit misleading, as you are not watching the game full screen, but at 1/4 screen size with video compression artifacts. This helps the EGA dithering tremendously.

In reality, dithering can only help you so much, when you have gigantic pixels and 16 colors... It is a remarkable feat what they achieved despite the limits of EGA, but it can't really compare to VGA.

Well yeah, the good old CRT monitors (the worse, the better in this case) also helped with the EGA dithering, while viewing the EGA graphics fullscreen on an 1080p LCD display, you'll have ~30 pixels for each original EGA pixel.