This is due to a bug that restores some types of files without a file extension. You can fix by:
1. Hold down on the item's thumbnail in Locker and choose Share > Copy to Files
2. Go to your Files app and find the file. For videos, rename it and add "mp4" to the end, so the filename ends in ".mp4". For photos, use ".png"
3. Play the video/photo from your Files app and confirm it works.
4. Share the file from your Files app back to the Locker app