WordPress converts media extention URL automatically to video player

You should consider using the Auto-embeds Disabler plugin here: https://gist.github.com/ocean90/3796628

Note that it’s actually just a single line of code, if you prefer to add that to your functions.php – but I’d suggest keeping it as a plugin so you can easily activate/deactivate that functionality.

remove_filter( 'the_content', array( $GLOBALS['wp_embed'], 'autoembed' ), 8 );

Note that WordPress should only be automatically converting URLs, but NOT links. If you create an actual link to the media item, WordPress should display it as a link as opposed to an embedded player.