I saw another person complain about this recently. Something on your machine is renaming the files to end with .mdlp. It's on your end. You can rename the file and remove the .mdlp extension and they should work as intended; however, we're not sure why this happens for you or the one other person I've seen complain about this.
I have Lightroom 5 and when I download update 5.7 and attempt to open it opens Lightroom and shows 7 stock photos, presumably from the update. The updater doesn't work for me. Running OS X Yosemite. Tried removing the .mdlp extension and rerunning and the same thing happens. Help?
Unfortunately, I don't know why those files are getting renamed. It's some non-Adobe software causing that problem. If someone figures it out, I'd love to know.
For the Lightroom update issue, you should post a question over in the Lightroom forums. They'll be better equipped to help you.