PDF is a complicated format, and the hacking vectors are often thanks to embedded javascript, or vulnerabilities in the parsing libraries.

‘avi’ is technically a container format, kind of like ‘zip’, it can contain more than video/audio.

That said, I’ve been pirating movies since the mid 1990’s and haven’t gotten hacked through a .avi/.mkv/etc. The ‘bad stuff’ was always in a obvious .exe/.bat or some sort of executable, but sometimes named to exploit people, eg ‘foomovie.avi.exe’.

If in doubt, run your videos using mplayer on Linux and not on Windows, most of that stuff tends to target the easier to exploit and more commonly deployed systems, eg Windows.

Closest I get to a gui is magit in emacs.