Multimodal Retrieval-Augmented Generation (MRAG) enables Multimodal Large Language Models (MLLMs) to generate responses with external multimodal evidence, and numerous video-based MRAG benchmarks have been proposed to evaluate model capabilities across retrieval and generation stages. However, existing benchmarks remain limited in modality coverage and format diversity, often focusing on single- or limited-modality tasks, or coarse-grained scene understanding. To address these gaps, we introduce CFVBench, a large-scale, manually verified benchmark constructed from 599 publicly available videos, yielding 5,360 open-ended QA pairs. CFVBench spans high-density formats and domains such as chart-heavy reports, news broadcasts, and software tutorials, requiring models to retrieve and reason over long temporal video spans while maintaining fine-grained multimodal information. Using CFVBench, we systematically evaluate 7 retrieval methods and 14 widely-used MLLMs, revealing a critical bottleneck: current models (even GPT5 or Gemini) struggle to capture transient yet essential fine-grained multimodal details. To mitigate this, we propose Adaptive Visual Refinement (AVR), a simple yet effective framework that adaptively increases frame sampling density and selectively invokes external tools when necessary. Experiments show that AVR consistently enhances fine-grained multimodal comprehension and improves performance across all evaluated MLLMs