I've seen videos online where people flew Mini SE for more than 2K meters. I can't seem to get more than 250-300 meters before losing video and starting to lose connection. What's causing this?

You might be better off posting your question in the 'Products' section of this forum.
That is way more active.
Just go to https://forum.dji.com/forum-129-1.html and create a new thread in the right topic / subtopic.

Mostly what limits your flight distance is signal strength and several other distractors listed below.

The two frequency bands used by drones 2.4 GHz and 5.8 GHz – are also some of the most commonly used.  Routers, microwave ovens all the way to baby monitors, comprise most of the wireless devices we use in daily life and most run in either or both of these frequency values.

Radio signals, like other forms of electromagnetic radiation, will attenuate with distance. This means that signals tend to get weaker the farther away they are emitted, even in the absence of any obstruction.  Signal dropout while flying drones are more common in urban environments. Large buildings are particularly problematic. This results from the behavior of radio wave propagation.

Radio waves can penetrate through most non-conducting materials. These include wood, concrete, and bricks. However, they are reflected when they hit conductive materials such as metal and water. This poses a challenge if you’re flying a drone somewhere with a lot of buildings or cars. Other obstructions that can interfere with radio communications include electrical pylons and communications towers.

Electromagnetic interference happens when there are other strong sources of electromagnetic signals near your drone or remote controllers. An example would be power lines.