You can download the Pro Video formats 2.0.4 from Apple to add native capabilities to preview MXF files in finder.
If you are working with MXF file but not using FCPX, your mac might not be able to preview
.mxf files from the finder unless you open them separately using VLC.
If you don't have FCPX the catch is that you need either FCPX (299$), Motion(49.99$) or Compressor (49.99$) to be able to install the Pro Video Formats.
However this is more of a convenience for your local setup it doesn't effect your ability to use the app with