My FiL for some reason refuses to use dropbox, he gets peculiar ideas about the internet. And I think the issue with double-clicking is that they .mp4 files which they refuse to believe are actually MP3s (ok, they're not really, but I'm really not about to try and explain codecs to him), but still double-clicking them will fire up whatever media app they have installed.
It is nice that, unlike my father, they don't click everything that appears in their inbox, but for god's sake, my wife is sending them the links directly via Messages so she's obviously her (or a very cunning AI).