It can probably ignore settings when you run mplayer as root. Probably adding a symlink into '/root/.mplayer' that would point to '/home/user/.mplayer' can prevent this from happening. But if there are some (other) problems, it's better to track them down and fix.

If global configuration file is edited, application manager gets confused once you try to install mplayer update (it does not know if you want to keep your modified file or take a clean version from .deb package or merge the changes). So everything fails in a not very user friendly way. If you upgrade mplayer from xterm, you see all the errror messages of course and know what's happening. But inexperienced users who generally use application manager only, will be extremely confused