Are you sure they really *are* mp4 files? Try changing the extension to .mp4 and see what happens. You could also try changing the extension to .m4v, I believe they are basically the same but IIRC, some .mp4 files don't work in the TV app on MacOS.
You could also try installing the free VLC app and see if they will play there. But I have never seen an example of a downloaded .mp4 file with a .txt extension.