About default application

Windows in Parallels desktop set Movie & TV app as the default app to open .mp4 files automatically, which is acceptable if it only happens in parallels desktop. BUT it also set Movie & TV app as the default app in MAC without any form of notification or my consent. So it is REALLY frustrating when you open a .mp4 file on MAC and it opens parallel desktop. I know I can solve this problem by stop sharing apps between MAC and windows, but I still need some apps in Windows.

What I really want is that what happens in parallels desktop stay in parallels desktop. Or at least next time Windows set an app as default, and tried to the same in MAC, I will have a choice.