Pathauto and taxonomy
Again, I will give my own answer here:

After reading about tokens, pathauto and views, it appears that exposed filters DO NOT work with path (dixit Merlinofchaos in https://drupal.org/node/1257952#comment-4898854 .) So what I am experiencing is normal.

However, views have a "Use Ajax" option that is specifically there for exposed filters. Enabling it solves the issue and keep the url clean (without the *0?items_per_page=30* part.)

It does so because ajax does not refresh the page, so the url remains the same (www.example.com/videos/sports in this case.)   :)