I was making sugestions for the future, not excuses for the past.
The rest of this is the greatly expanded more explainy/excusey stuff. Feel free to skip it
The expectation to 'just transfer a file' will make it hard to get a handle on iOS. It does not have an open file system. With the semi-excpetion of iCloud Drive, every file belongs to an app. This can either be a specific use app like iMovie, or a document service app like GoodReader.
Like most things there are both positives and negatives to this approach.
The bigest negative, as you experienced, is that if iOS does not have a native app that supports the file type you want, or that app does not have the import/export features you want, you are stuck until you install a third party app that does what you need. That's why I recommend GoodReader or another general document app as a stop gap. Even if it won't play the file, at least you can save it.
The biggest positive of an app centric file system is security. Because files are owned by apps, other apps can't access them without going through the users. This makes it difficult for malware to spread and infect other apps and their files. (In genreal terms this is called sandboxing. iOS does it with a vengence)
So, on iOS you have to think ahead a bit about how you are going to handle different file types. But you rarely have to think about security at all. On open file systems it tends to go the other way. You need to be careful and plan ahead to avoid malware, but you never really have to think about movering files around (though you might have to plan a bit if you expect to find them again).
I'm not saying good or bad here. Only different. Some people find the iOS way of doing files fine, even like it after they get used to it. Others can't live without an open file system.
None of this is an excuse for Apple to not make things easier.
I probably sound a bit harsh and preachy here, even though I'm trying really hard to just be helpful. Please give me a break and hold in mind I've been on iOS for so long that it's kind of hard for me to remember what it was like to adjust. These days switching between iOS and the iMac files systems is automatic. I've accumulated tools to deal with almost every file type I want. This makes it harder for me to make an accurate judgment on how hard/easy something is for a new iPad users.
For example, here are the options I get when I airdrop an MP4 to my iPad.
As you can see, I would have never even noticed iOS's baseline weakness when it comes to audio files. One of the reasons I hang out here is to learn what I'd never find out on my own, so yippee for me, if not for you. Sorry.)