Parallels opening Windows apps as default in Mac OS

I have Parallels running Windows 10 on Mac OS 10.11. Whenever I open an MP4 file, Mac OS boots up Parallels and opens the file in Windows 10 Movies app. Ridiculous. Iv tried right clicking and "open with..." and checked "always open this... blah blah blah" (In Mac). Iv done that and that only applies to the specific file. Is there a fix to this?

Thx guys