Nyaa has a section for AMV.  If you join Nyaa and ask some questions in their AMV section you'll probably get info.

For example, that mp4 is a container, not an encode.

Most probably adobe or whatever you use don't support hevc or x265 or both.

First, I'm wondering why in the first place you want to convert these files to mp4. You can create any MV or content you want in mkv and people will watch it just like they watch all the anime in mkv 🤔

Second, there are many video converter programs (like HandBrake and Freemake Video Converter and even VLC) that can convert mkv to mp4. But coverting is time-consuming and resource-intensive.
There is a much faster and easier way to change video container from mkv to mp4, and that's using the great FFmpeg (with the single command of ffmpeg -i input.mkv -codec copy output.mp4). It's much faster and without any quality loss because it doesn't involve re-encoding.
You can also use XMedia Recode which uses FFmpeg. Indeed many of the tools capable of doing tasks such as decode, encode, transcode, mux and demux, including XMedia Recode, are nothing but GUIs for FFmpeg.

And I think your Adobe software is outdated and doesn't support HEVC and you should update it. All the new versions of all the well known media tools support HEVC. Also you can discard Adobe and use one of many other great video editors like the free OpenShot.