There is an app called CpuTemp. If you set there in the settings "Cpu Temp Overlay" what will show the CPU temperature in the status bar then the brightness adjustment of MX Player will not work anymore. Not really correct. It will work as long as you do not start it again. If you start the MX Player a 2 nd time then it will not work.
No idea which app is here to blame. Just want to report it. Took me a while to find it out..