how to stop 3rd party video player from opening mp3 files
This is most likely caused by MoboPlayer being the only installed app having itself registered for MP3 capabilities. If you install any app which also announces this to the system (e.g. a second player), you should be prompted which one to use. Of course this would only offer MoboPlayer and that second app as choices.

Alternatively, you might take a look at Open With. I did not test it, but according to its description it should intercept here and offer you to select the target app you want to use. Not sure if it only integrates with the "Share" menu -- but certainly worth a try.