I got you bro just follow this easy step and you will be able to see that option always or just once step 1 just click on Google files app then click on app info
Step 2 then scroll down you will see open by default option click it
Step 3 scroll down then see one option is their clear default preferences click it
Now you are all done ,just click any file or video it will show you the option just once or always
Now select your mx player and enjoy.