Windows reads file size in Tebibytes, Gibibytes and Mebibytes rather than Terabytes, Gigabytes, and Megabytes, that's probably why. This is why 1TB Hard Drives show up as 930GB on Windows.So in Mebibytes your file may be 2.28MB, but it shows up as 4.45MB on your MP3 player because it reads in Megabytes rather than Mebibytes. This really isn't an issue with Windows 10 or 'strange files', just the way Windows measures file size.
Also, why would you download video files to an MP3 player? MP3 players are meant for playing MP3 audio files. I'm pretty sure a video file wouldn't work, or only play audio on an MP3 player. If you're able to view videos on your MP3 player, I'm sure it's probably an MP4 player, not an MP3 player.