I tried this out using overtone, and it doesn't sound too terribly dissonant, but I agree, nothing like the major pentatonic scale linked in the video.

(Also, overtone is fun! here's my repl session)

  (require '[clojure.math.numeric-tower :as math])
  (use 'overtone.live)
  (def freqs (map #(* 440 (math/expt 2 (/ % 5))) (range 0 5)))

  (map #(demo (sin-osc %)) freqs)
  (map #(demo (sin-osc %)) (take 2 freqs))
  (map #(demo (sin-osc %)) (take 3 freqs))
  (map #(demo (sin-osc %)) (drop 2 freqs))

The pentatonic scale does not imply equal temperament between the five notes. The "good-sounding" pentatonic scales use very simple harmonic ratios, for example 1, 9/8, 5/4, 3/2 and 5/3 for the major pentatonic scale. In the equally tempered 12-note octave, these roughly correspond to the first, second, third, fifth and sixth. An equal division of an octave into five notes doesn't yield as harmonic results.

That said, 5-EDO sounds good in my opinion. Not very harmonic, but somewhat resembles the scales used Gamelan music.