Not sure if this issue affects other applications on OS X, but it’s surely reproducible in MPalyreX and VLC.

A solution is proposed in the VLC link above, but, in my opinion, MPlayerX is more appealing, so I shall share the updated Apple Script for MPalyreX:

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on run
do shell script "open -n /Applications/MPlayerX.app"
tell application "MPlayerX" to activate
end run

on open theFiles
repeat with theFile in theFiles
do shell script "open -na /Applications/MPlayerX.app " & quote & (POSIX path of theFile) & quote
end repeat
tell application "MPlayerX" to activate
end open

Just save it as MMPlayer in Application format in Applicatoins folder, and use it as the default players for all videos, then all the troubles go away.