It's unfortunately not possible to directly convert AnyDesk Remote Session Recordings to MPEG-4 Video format (.anydesk to .mp4 conversion). AnyDesk software only supports exports in its own proprietary format.
One possible, yet less elegant, workaround would be playing back the .anydesk file using AnyDesk, and then generating an .mp4 file working with a screen capture software.
Open ANYDESK file Open MP4 file