As far as I know, you'd only have a problem going the other way. Everything I've ever made has had a .mu extension and is visible in both the SP and MP mission menus. I've noticed that others' missions that have the MP extension .mup only show in the MP mission menu, and I've tried in vain to convert those.
So my advice is just to make sure you really need to change anything by going into the MP menu and seeing if the mission you want is there... I think it will be there.
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